Loosing focus on new windows and follow mouse focus model

Coming from https://forum.xfce.org/viewtopic.php?id=17581 ...

I'm using the settings

Focus model [x] Focus follow mouse
New window focus [x] Automatically give focus to newly created windows
Raise on focus [ ] Automatically raise windows when thy receive focus
Raise on click [x] Raise window when clicking inside application window

I often have issues when a new windows pops up and should get focus but looses focus.

This is very annoying when I have a shortcut for my clipboard manager:

Keyboard->Application shortcuts-> Ctrl+Alt+V "copyq show clipboard"

How to reproduce: When the new window is created under the mouse pointer, it works. Usually it also works when repeating the action on the same screen without having the new window under the mouse pointer. But when I move the pointer to another screen, let's say on the left half of the screen and the new window is always created on the right half, then the new window is not receiving focus and I can control it without moving the pointer to that window. It feels like being a bug, can someone reproduce?