When datagridview is in edit mode keydow not fairing

Grid level not then try form level, In EditingControlShowing event you should subscribe keydown / keypress etc. Check below code it will work.

private void dataGridView1_EditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e)
 {
    if (e.Control is DataGridViewTextBoxEditingControl tb)
            {
                tb.KeyDown -= dataGridView1_KeyDown;
                tb.KeyDown += dataGridView1_KeyDown;
            }
 }

//then in your keydown event handler, execute your code
private void dataGridView1_KeyDown(object sender, KeyEventArgs e)
 {
    if (e.KeyData == (Keys.Alt | Keys.S))
    {
         //save data
    }
 }