How can I change focus to Slate and back?

One addition: had to also override this to prevent the cursor from disappearing on left-clicks:

FReply OnMouseButtonDown(const FGeometry& MyGeometry, const FPointerEvent& MouseEvent) OVERRIDE
{
	    //Set the keyboard focus 
	    return FReply::Handled().SetKeyboardFocus(SharedThis(this), EKeyboardFocusCause::SetDirectly);
}