I've confirmed this in-game: whenever I'm knocked down, dazed, etc., entering Desert Shroud does not break stuns despite having Foot in the Grave equipped.
I have been having the same issue with foot in the grave on scourge. Hence I was very excited to read a foot in the grave fix in the 5th of March late notes (Unholy Sanctuary: Fixed a bug in which Desert Shroud would not break stuns if the Foot in the Grave trait was equipped). Even though I do not have Unholy Sanctuary equipped I hoped this would fix the stun-break in my build to (it didn't).
Hoping this could be fixed in one of the next rounds of patches here is as much information as possible:
My currently equiped build (it seems to happen in other variations as well):
Please let me know whether you need any additional information to resolve this issue.