Here's the macro I use for focusing/casting on my Soul Effigy. I don't think it will solve the issue with multiple affliction locks but I have no experience with that scenario.
Code:
#showtooltip
/cast [mod:alt,target=focus][] Agony
/stopmacro [target=focus,exists]
/cleartarget
/targetexact Soul Effigy
/focus [exists]
/targetlasttarget [noexists]
Basically if you don't have your Effigy focused, this will target it, focus it, and cast Agony. I tied it to my Agony so that I don't have to hit a separate button to focus it and casting Agony is the first thing I do after casting Soul Effigy anyway. The other parts in the macro are there so that using Agony in any scenario that doesn't include a Soul Effigy works as usual, as well as not overwriting your focus target in case you are focusing something other than your Effigy.
Then I just make macros for all my other dots that follow the first 2 lines in my Agony macro so whenever I use the alt modifier, I cast on my focus. Works great.