SetFocus not working on TextBox after AfterUpdate

This is driving me crazy. I have googled and found multiple similar threads but none of their solutions work for me. (The most promising was a solution from AndyPope of moving the SetFocus code to UserForm_Activate)

I am creating an Add Contact form. There is a checkbox for Individual (if left unticked then contact is a business entity - not an individual).

If Individual = True and If the txtNameFirst control has no value in it Then after the end user tabs away from the txtNameLastRegistered, the form should SetFocus on the txtNameFirst textbox (entry for this field is mandatory only if the contact is an individual - otherwise this field is made invisible)

But it is not working. I tick chkIndividual, I enter a name in txtNameLastRegistered, I tab away, code is called from txtNameLastRegistered_AfterUpdate (which includes the SetFocus code) but the form appears without focus in any of the controls!

My code below:

Option Explicit

Private mbytEntryStage As Byte
Private mstrLastName As String

Private Sub UserForm_QueryClose(ByRef Cancel As Integer, _
                                ByRef CloseMode As Integer)
    If CloseMode = vbFormControlMenu Then
        Cancel = True
        'exit properly
        Call cmdCancel_Click
    End If
End Sub

Private Sub UserForm_Initialize()
    Call FormUpdateFormControls
End Sub

Private Sub UserForm_Activate()
    With Me
        .StartUpPosition = 0
        .Left = Application.Left + (0.5 * Application.Width) - (0.5 * .Width)
        .Top = Application.Top + (0.5 * Application.Height) - (0.5 * .Height)
    End With
End Sub

Private Sub chkIndividual_Click()
    Call FormUpdateFormControls
End Sub

Private Sub cmdCancel_Click()
    Unload Me
    'only while testing. change to hide on user version
End Sub

Private Sub txtNameFirst_AfterUpdate()
    Call FormUpdateFormControls
End Sub

Private Sub txtNameLastRegistered_AfterUpdate()

    With Me
        Select Case Len(.txtNameLastRegistered.Value)
        Case 0
            Select Case mbytEntryStage
            Case 0
                'do nothing
                '(this can be triggered by form at stage 0 and user enters name then immediately backspaces to 0 len without tabbing away)
            Case 1
                'restore previous value
                .txtNameLastRegistered.Value = mstrLastName
                'warn user
                MsgBox "INSERT WARNING HERE FOR END USER", vbOKOnly, gstrcDBMS_SysGuiName
            End Select
        Case Is > 0
            'store current value (in case we need to restore if user backspaces to 0 len)
            mstrLastName = .txtNameLastRegistered.Value

            'Form stage is increased to 1
            If mbytEntryStage = 0 Then
                mbytEntryStage = 1
            End If

            Call FormUpdateFormControls
        Case Else
            'impossible
            Debug.Assert False
        End Select
    End With
End Sub

Private Sub FormUpdateFormControls()

    With Me
        .lblNameFirst.visible = .chkIndividual.Value

        Select Case .chkIndividual.Value
        Case True
            .txtNameLastRegistered.Width = 204
        Case False
            .txtNameLastRegistered.Width = 280
            .txtNameFirst.Value = vbNullString
        End Select
    End With

    Select Case mbytEntryStage
    Case 0
        With Me
            .lblNameContact.visible = False
            .cmdOK.Enabled = False
            
            .txtNameCode.visible = False
            .txtNameFirst.visible = False
            .txtAddressLine1.visible = False
            .txtAddressCity.visible = False
            .txtAddressState.visible = False
            .txtAddressZip.visible = False
            .txtAddressCountry.visible = False
            .txtContactPh1.visible = False
            .txtContactPh2.visible = False
            .txtContactFax.visible = False
            .txtContactEmail.visible = False
            .txtContactWeb.visible = False
            .txtNameDear.visible = False
        End With
    Case 1
        With Me
            .lblNameContact.visible = True
            .txtNameCode.visible = True
            .txtAddressLine1.visible = True
            .txtAddressCity.visible = True
            .txtAddressState.visible = True
            .txtAddressZip.visible = True
            .txtAddressCountry.visible = True
            .txtContactPh1.visible = True
            .txtContactPh2.visible = True
            .txtContactFax.visible = True
            .txtContactEmail.visible = True
            .txtContactWeb.visible = True
            .txtNameDear.visible = True

            .txtNameFirst.visible = .chkIndividual.Value

            Select Case Len(.txtNameFirst.Value)
            Case 0
                .lblNameContact.Caption = .txtNameLastRegistered.Value
                .cmdOK.Enabled = Not .chkIndividual.Value

                'prompt user to complete empty mandatory field (individual & first name field is empty)
                If .chkIndividual.Value = True Then
                    .txtNameFirst.SetFocus
                End If

            Case Is > 0
                .lblNameContact.Caption = .txtNameLastRegistered.Value & ", " & .txtNameFirst.Value
                .cmdOK.Enabled = .chkIndividual.Value
            Case Else
                'impossible
                Debug.Assert False
            End Select
        End With
    End Select
End Sub