enter key move

Even if you vertically merged cells, I want you to proceed correctly with ENTER key

I cannot see an issue with this. Test code on a default TAdvStringGrid:

begin
advstringgrid1.MergeCells(2,2,1,2);
advstringgrid1.Options :=advstringgrid1.Options + [goEditing];
advstringgrid1.Navigation.AdvanceOnEnter := true;
end;

This feature will not be implemented.