Another forum user had issues with some slides that were prepared with a thick coverslip Unable to focus using x60 or x100 lens . That thread explains some tests and what to expect with a 40x lens.
Or do you mean that you are able to move the lens with the / keys to find the focus that you need, but that the autofocus finds a different focus? In that case there are two ‘good focus’ positions, and the autofocus is chosing the one that has more sharp detail. As a human, you have extra knowledge about what you want to see that is not available to the microscope.
The direction of the stepper motors is unfortunately not standard. To find out which way yours are moving, set a move of ~4000 steps. This is one turn of the motor, half a turn of the large gear on the actuator. If you observe the large actuator gear from above, then clockwise rotation is pulling the actuator nut up, which moves the objective down.