Q: conky keeps grabbing focus and shortcuts and desktop switching does not work I run into this issue recently when I tried to use Conky with Compiz & Unity on Ubuntu 16.04. Whenever I close some application I am focused to Conky and can't use shortcuts or switch desktops. Is there a way to prevent this?

A: Yes! Install Compiz configuration manager and compiz plugins:
sudo apt install compizconfig-settings-manager compiz-plugins

now open compiz manager and enable window rules plugin:

and and add class=Conky to No focus line:

now simply set window class in conky:
own_window_class = 'Conky',

and log-off and log in again. 
my whole Conky window setup:
own_window_class = 'Conky',
own_window_argb_visual = true,
own_window_argb_value=0,
own_window_type='dock',
own_window=true,
own_window_transparent=true,
own_window_hints='undecorated,below,sticky,skip_taskbar,skip_pager',

