[alheron]

Can't comment on the closed path conversion on the Mac version, but don't see a problem with the PNG approach. Import the PNG into your image editor of choice (Pixelmator for me) then copy the layer as many times as you need to create your focus levels.
All you need to do then is erase everything but your differing focus on each layer (hide the layers you are not working on to make this easier to see). Once you are happy you have created the differing focus for each layer then export multiple versions hiding all but one different layer each time to generate your slides.

Bit of a clunky work-around but quite do-able I would have thought.

Good luck

Al