The Follow macro is modifiers+F11, Assist is modifiers+Backspace.

If it's only working from windows 1 and 2, then most likely you have key bindings configured within the game (e.g. in the Key Bindings screen) on some modifier+F11, like Ctrl+F11 and/or Alt+F11, in the window(s) that won't follow.

This is along the lines of FAQ: I recently set a key binding in the game and now assist doesn't work?, but instead of Shift+Backspace (which is for Assisting Slot 1 or 2), you want to look at Ctrl+F11 and Alt+F11 (and potentially Shift+Ctrl+F11, Shift+Alt+F11, Ctrl+Alt+Shift+F11).