Is there a way to get a windows always on focus?
I mean not just on top, but with the focus on it if another window pops up on the screen.
Yup! This is fairly simple to do.
All you have to do is right-click on the title bar and select Always On Top:
You can also make it always show no matter what desktop you're on (if you have multiple desktops enabled) by selecting Always on Visible Workspace:
EDIT: This doesn't actually keep the window in focus when a new window opens. I'll look into this a bit more.