Normally, the Hot-key combination "Ctrl+M, P" should pin the covering test to the Tests Window, while also setting focus on it. It was part of the intention of the pinned test feature that it could be used for just this reason. Unfortunately, after trying it with active tests shown in the list, it looks as though it doesn't move the focus to the newly pinned test - where it should be doing this. I've noted this issue down to be fixed.