This is a Backbone modal, wc-modal-add-products, defined in html-order-items.php and triggered by meta-boxes-order.js.
You say you’ve marked the field autofocus. This StackOverflow answer proposed adding an onRender handler to the modal that finds autofocus and selects it:
$(this.el).find(':input[autofocus]').focus();
I don’t know where the best place to put this is, but if you find the WCBackboneModal code you’ll see the render hook ends by triggering a DOM event:
$( document.body ).trigger( 'wc_backbone_modal_loaded', this._target );
I’d hook that event and use the code from SO, e.g. with jQuery (untested)
$( document.body ).on( 'wc_backbone_modal_loaded', function( event, el ) {
$(el).find(':input[autofocus]').focus();
});
or if you’re happy to edit the original WooCommerce scripts you can just add it to the render method there. (Note that by editing this or the template you’re risking losing your changes when the plugin updates.)
However as this is a useful UI improvement to a built-in dialog I’d raise this with WooCoommerce as a feature request.