The File In Use dialog is modal to the originating window/folder, so one option that is not ideal, but better than grabbing for the mouse is to switch to the originating window using an alternate means. Since the folder is (inexplicably) removed from the Alt-Tab list, you can switch to it from the taskbar. For example, if the folder is the second taskbar button from the left, then you can try pressing ⊞ Win+2 to activate it and it should focus the File In Use dialog. If the originating folder is the desktop, then pressing ⊞ Win+D should activate the desktop and focus the offending dialog.
Unfortunately this is not a foolproof method and it has some limitations and problems.
It requires accessing the taskbar button of the originating folder which means using the ⊞ Win combos (assuming they have not been disabled or overridden). Further, it becomes cumbersome and unwieldy if there are numerous taskbar buttons, especially if there is any taskbar scrolling required.
If you re-open the originating folder, then the folder itself will retake focus from the File In Use dialog and any keyboard activity to it will go to the folder instead of the dialog (even though the dialog remains on top of the folder). In addition, the folder itself will reappear in the Alt-Tab list, but the File In Use dialog will not be focused anymore, so switching to the folder won’t help now and you now must find a way to switch directly to the dialog itself.
One way to refocus the dialog is to then try to rename/delete/move the locked file again, but that creates a new File In Use dialog instead of focusing the existing one ◔_◔
. However, the new dialog is now focused, and if you dismiss it, then the old dialog takes focus instead of the folder. It’s a ridiculous amount of work and absurd interface design, but at least it works and you don’t have to resort to the mouse.
Sadly, Microsoft really dropped the ball and their poor design choices and worse testing are shining through here.