Your setup looks correct. You also need to select the Director Camera Root gameobject, and in the Director Camera inspector, set the Post Processing Volume Layer to the same layer as your global Post Processing Volume:
Let me know if this works for you. I would also advise to please try updating to the latest version of Slate?
Does your project use URP or HDRP, or does it use the standard render pipeline by the way?
I updated Slate to the latest version “Version: 2.1.5 • Apr 3, 2022”
The Post Processing Volume Layer in Director Camera inspector is now set to Post Process layer.
The setup in ★ Director Camera Root / Render Camera looks like this.
I see there is a Quick Volume auto generate by Slate while cut-scene playing.
I tried to toogle the Focal values in the cut-scene editor, but not thing changes. (The value on Quick Volume did follow the value I edited from cut-scene editor, but no visual change happened.)
There is another global Volume in the game, which is the one I used for gameplay. I noticed the component is called “Volume” instead of “Post-process Volume”.
“Volume” came from namespace UnityEngine.Rendering
“Post-process Volume” came from namespace UnityEngine.Rendering.PostProcessing