First of all I don't use anchordocking. So I can't comment on the "open but not focus". But if the same command works in the undocked IDE, such that it does set the focus, then that might mean that there is a bug in anchor docking.
As for the key-combos mention: They can all be set in: Tools >Options > Editor > Key Map
In the undocked IDE I can use e.g ctrl-alt-return to go to (and focus) the code explorer. On first time, I then still need to tab inside the code explorer, if I want maybe the tree to be focused.
For getting back there is "Toggle view source editor" in the "KeyMap". Assign a key, and it takes you to the editor.