This is going to be tricky. The trouble is that no matter where you put your script, it’ll only work if no other component consumes that key stroke first.
I think the best way would be to put the script on a component that takes input focus and write a keystroke script on that component. And then train the operators to focus that component before trying to use the arrow key mechanism.
From a technical standpoint, there is a way to register a much higher level listener in Swing called an AWT event listener. This would be able to see the arrow keystroke no matter what the input selection was. Doing this is a bit, shall we say, “custom”, and will be a bit tricky to get right. (It’s not really a feature of Ignition, but a feature of the underlying Java Swing system)