I'm not exactly sure what you mean.
Mouseevents are either send to jfx or jme depending on the transparency of the jfx hud.
Keyboard events are send to jme, except a jfx component has focus, however this parts are a but ugly. Since it is not possible to sent jme synthetic events currently, it is not possible to send events not processed by jfx back to jme.
There is the possibility to set a eventlistener in the guimanager, that is notified by all events, no matter if they are also send to jfx.
Does this help? If not, please try to explain your problem more.