I cannot find any “focus has changed” trigger — only the on/off triggers for individual focuses (foci?). Though the former would be nice to have, the latter are what I happen to need.
I’ll probably be setting a number of these up later this week and will report back here if I find anything particularly interesting or have any warnings or insights.
I think there was some confusion over the "Is Focus an iCloud feature?" question-- the answer is, of course, "yes and no" 
You can use Focus modes on a standalone machine, no iCloud required. But you can also propagate Focus modes -- set "Work" Focus on your iPhone and your Mac picks that up and also changes to "Work" Focus if both devices are signed into the same iCloud account and "Share across devices" is turned on (System settings... -> Focus).
That's interesting. I wouldn't have expected that.