You must use a trigger for the correct event. In your case it is IsFocused. A simple example:
<Trigger Property="IsFocused" Value="true">
<Setter Property="BorderBrush" Value="Red" />
<Setter Property="BorderThickness" Value="1" />
</Trigger>
Style, specific (, TargetType="{x:Type TextBox}").
, , BasedOn:
<Style TargetType="{x:Type TextBox}" BasedOn="{StaticResource BaseFocusStyle}">
, , SO: " Style.Triggers , .