I had the same issue today, the only thing that can help you in this case is jQuery, just add this script in your footer. To add up the script in the footer, you might have to install the plugin ‘wordpress header and footer’ but once you add it there then the issue will be gone.
jQuery(document).on(‘select2:open’, () => {
setTimeout(function (){
document.querySelector(‘.select2-search__field’).focus();
}, 100);
});`
Thank you for your quick response.
let me try this and I will back to you on this