0. Make sure to have notify-send available (under Debian it's the libnotify-bin package)
1. In Settings » 'Window Manager Tweaks':
- Set 'Activate focus stealing prevention'
- Unset 'Honor standard ICCCM focus hint'
- Set 'When a window raises itself' to 'Do nothing'
2. In Settings » 'Window Manager':
- Unset 'Automatically give focus to newly created windows'
3. Open a terminal and have notify-send available.
4. Do 'notify-send hello'
5. Notice how the notification stole focus despite settings that say otherwise.
This happens with all notifications.
Xfwm version is 4.11.2.
This is on purpose because the notify window is on a layer above the current (regular) focused window.
xfwm4 ignores focus prevention if the newly mapped window is placed on an upper layer.
Also, please note that unsetting the option "Honor standard ICCCM focus hint" pretty much instructs xfwm4 to give the focus even though the window itself doesn't want it.
Closing as invalid.