Quoting from the TeXShop help on Command Completion:
Since moving from mark to mark is often required, TeXShop supports additional keyboard shortcuts beyond those listed in the Completion/Marks menu. When the escape key is used to trigger command completion, option-escape will move to the next mark and control-escape will move to the previous mark. When the tab key triggers command completion, option-tab moves to the next mark and control-tab moves to the previous mark. If you use a third party utility with other uses for these shortcuts, the TeXShop shortcuts can be turned off with a hidden preference. See the "Hidden Preference Items" section of TeXShop Help.
So since you're using Tab you can also use option-tab to move to the next mark, and control-tab to move to the previous mark. I don't think there's any other choice you can make, though.