Skype loses focus when changing keyboard layout with ALT+SHIFT

I guess the way you have set-up your ALT+SHIFT shortcut is via gnome-tweak-tool?

If that's the case - I have the same issue with slack, after some digging found out that there is another way to change the keyboard layout w/o using gnome-tweak-tool which wont cause this side effect of losing the focus.

The solution is to use gsettings as explained here

gsettings set org.gnome.desktop.wm.keybindings switch-input-source "['<Shift>Alt_L']"
gsettings set org.gnome.desktop.wm.keybindings switch-input-source-backward "['<Alt>Shift_L']"

UPDATE: As mentioned in the comments, make sure to also uncheck the ALT+SHIFT shortcut from gnome-tweak-tool.