You'll need to assign macros for follow and assist.
In KC, you have the option to assign something for switching which session is the main/active one.
Window swapping is in the "Maximizer" section of Keyclone.

If you go with a Focus approach, give each toon a /Focus ToonName macro.
With five boxing you'll have 5 focus macros.

When you hit the Keyclone PiP key to bring Toon 2 to the main window.
Every toon hits their wow macro on the same keybind.
Which makes Toon2 the focus of all your toons.

Then you have a Follow macro:
/follow [target=Focus]
Doesn't matter which toon you are leading with, that toon is your focus on all toons, and everyone follows the focus.

For casters:
/cast [target=focustarget] Spell

For melee/hunters:
/assist [target=Focus]
/cast Spell

For healers:
/cast [target=FocusTarget,Help] Heal; [target=FocusTargetTarget,Help] Heal

That is rather basic, but gets you going.