Okay I set it up exactlly your way.

Everything works fine except the same thing... Each slot represents a toon, slot 1 being the main mage whom all the others assist.

Slot 1 - Shift-F1 - works great target is marked and focused.
Slot 2 - Shift-F2 - works great target is marked and focused.
Slot 3 - nothing happens when I select a target with main mage and hit Shift-F3. Though I can manually go to that window and click the button and it assists my main mage and marks and sets it as focus.
Slot 4 - exact same problem as Slot 3.
Slot 5 - Shift-F5 - works great target is marked and focused.

This is the same problem I was having with my other set up using my G keys. Slot 3 and Slot 4 don't assist. I know they are set up correctly as I'm using the exact same steps in each.

Is there some communication problem? I may have to ask Lax about this.