First, you should be holding down your material with something - the honeycomb hold down pins are a great option, but shielded magnets, or even tape can work. Do that first so you know your material is flat.
Then Set Focus will only work in one area of the board at a time - so if you’re doing multiple items you need to Set Focus in one area - place that item. Then Set Focus in the next area - and place that one (the first one will now look wrong - don’t move it! Then Set Focus in the 3rd, 4th, etc.
If you have items that are quite close you should do a Set Focus where they’re closest and make sure neither design is going to touch.
Let us know how it goes!