Yes I am. That's weird about the focus players. I set them and they stick no problem. I'm on Xbox One. Not sure if PS4 has an issue there. Maybe you have it set to cpu instead of user in the league settings menu?
Edit: Nevermind. That's not even an available setting.
FWIW here is what I do:
1. Click on start weekly training.
2. Leave offensive and defensive gameplan alone.
3. Select my 3 players to focus on.
4. Click start training.
5. Change off and def gameplan from "play" to "sim".
6. Click start training.
Now when I go in each week my focus players are still the same so I just skip step 3.