1&2) Meleeing breaks follow, so when you assist with your warlock and a mob gets close, his follow breaks, to prevent it, try using /target targettarget instead. Your warlock doesn't have to melee.



3) You'll need to do this. Otherwise your warlock will try to shadowbolt your rogue.
/cast [target=focustarget, nodead, harm] Shadow bolt

4) As you perfect your macro systems and get used to the process of looting, it will become much less painful. Most of the annoyences you'll experience now are all overcomeable.

5) Try setting the gamma in your desktop settings higher.

6) For a dualbox (2 chars) using focus to leader your rogue is overkill. You could just change your follow macro into

/target <insert name of your rogue>
/follow
/targetlasttarget
/stopcasting

and for your dps spells for example:

/target <insert name of your rogue>
/cast [target=targettarget,harm,nodead] Shadowbolt
/targetlasttarget

This will leave focus open for other things, for example, make a button that causes the warlock to focus the rogues target (enemy) and make a chainfear button that fears the focus target while you can dps the target you have with your rogue with shadowbolts. As an example.