Hi @andypandy_swe,
Some simple code and steps to reproduce greatly help investigation. However, I was eventually able to reproduce the problem you described (though I didn't create the format, since not needed to reproduce the problem)...
I submitted the following code to create sample data similar to what you described:
data mydata;
missing A E N U;
input a;
datalines;
1
.A
3
.E
5
6
.N
.N
9
.U
run;
Then, as you described, the formatted values are displayed properly in the data grid. However, if you go into table update mode and enter edit mode for a cell (ex. double-click a cell) with a special missing value, the grid shows the raw value as an empty string. If you press Enter or click elsewhere, you are committing that (empty) value back to the data source. This results in EG storing the blank value as a regular missing value, thus the formatted value is a '.' (period) after you commit the value (by pressing Enter), as you can see in this animated gif:
The EG data grid does not currently support setting special missing values. I will add this as a requirement to the EG data grid, since it should handle this better (and as you experienced, can too easily result in a data integrity issue).
In the meantime, if you wish to simply view a raw value, press the Esc key (rather than the Enter key or clicking elsewhere) when you wish to leave edit mode for a cell, so the value is not committed back to the source (which I did in the last two edits on record 7 in the animated gif above, showing the special missing value is preserved).
Thanks for the feedback.
Casey