hello,
Here i solved many problems with focus losing when launching or leaving, hiding the console in attract.cfg, setting hide_console to yes,
then also leaving Fill screen as window mode, and also running attract mode as administrator and also setting it with compatibility mode for windows 7.
Also something pretty important i noticed is to map your attract mode exit hotkey in emulator, the same as the one you use with the emulator.
Seems it gives back the focus to AM.
Hope this helps