The app in question is Bitwig Studio, the music DAW. In the last few weeks, when it starts, the main application window is not having the focus set, so the Red, Yellow , Green lights are not showing.
It's as if something else is grabbing the screen focus!
Can someone either tell me how I can work out which other software is grabbing focus, or is there a way of getting KM to automatically set the focus of the main Bitwig window after the app has started?
I've never had that problem, but what I would do to try to fix it is create this macro: (in your case, replace "News" with Bigwig):
Notice how it will repeatedly try to make the app the frontmost app until it passes a test that it is frontmost.
Thanks for the reply. It's getting late here in London. I'll try it tomorrow morning 
Start by using an alert or notification to display the token %Application%1%.
The token %CurrentApplication% is equivalent, but does not appear under Edit > Insert Token > By Name (⌃⌘ T) or under Edit > Insert Token > All. @peternlewis
CurrentApplication is somewhat deprecated.
I've just tried this and, yes, Bitwig Studio is showing as the current application...
However, when I start Bitwig without the KM alerts, as you can see from the lack of lit red/yellow/green lights, the main app window does not have focus...
It's not the end of the world; if I want to give focus to Bitwig, all I need do is to click on it... but I shouldn't have to 
Being a cross platform application, Bitwig is written as a Java front end on top of a back-end written in C++. I wonder if this non-Cocoa front end is a contributing factor here, although I'm pretty sure that it used to start up okay...
For want of a more elegant solution, you could create a macro that has an action to click on any area of that window that is always empty (i.e. anywhere that you would normally be able to click without pressing a button etc.). Set the trigger to This application > Bitwig Studio > Activates.
Did you try my solution? If my solution didn't work, it could easily be modified to click on the app. Or, instead of clicking, accessing one of its submenus may also work, which will be a little cleaner than clicking with the mouse.
Possibly your problem. It may be that the app is frontmost but the app's main window isn't. Try adding an action that focuses the window you want -- the exact details will vary, depending on how Bigwig presents that window (does it have a name in the title bar?), but this works for the similarly Java-based Fiji:
