If cam doesn't focus it could be because the magic rays aren't hitting enough of a target. I solved prob by focusing on jaws or larger part of my tying vise, holding focus (half-depressed shutter skill needed here), then moving lens to fly. I usually take several tries, deleting lots along the way.
my comment is:
focusing on the vise and then slowing moving the camera (or not moving the camera) is one way I have also done this. To be clear I still employ it sometimes.
Another technique that works often for me is to lightly touch my fingers against the farside of the fly and let the camera focus on my fingers then I quickly remove my fingers vertically. The camera usually adjusts focus to the fly which generally takes a second or two. Sometimes I have to repeat it a time or two before it stays focused on the fly. Having the backdrop a couple feet or more behind the fly helps it keep the focus on the fly.
The stronger the light is on the fly relative to the backdrop the easier it is for the focus to stay on the fly.