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It looks like focus only works on projects, not on contexts.

Nonetheless, it's easy to only show stuff in contexts you care about.

Just multi-select them in the left pane (click first context, then command-click the rest). Once you have them selected that's all you will see on the right, and save it as a perspective.

You'll still see the other contexts at left, but you won't see any items that are contained within them.