When creating a new focus for The Strange, do I need to fill the 6 levels for it or could I leave some "blank" levels?
A focus should grant at least one ability each tier. Foci published in the core rules don't have "dead levels." Thus, any homebrewed focus should similarly grant an ability at each tier in order for it to be competitive with existing options.
While not strictly prohibited, leaving an empty rank will make the Focus really unappealing. If you're doing this to balance the skills in other ranks, maybe such skills are a bit overpowered; otherwise I cannot see why to leave a rank empty.
One option is to nerf an ability gained at a given tier. For example, taking an ability that you've called "Packs a Wallop" and it originally allowed an attack to do +3 damage at tier 2. You could lower the damage to +1. Then at tier 4 the character gets "Packs a Bigger Wallop" which adds +2 damage to the tier 2 ability. So at tier 4 they do the original planned +3. This seems to fit other foci (there's one in particular in the Cypher Core Rulebook, but I'm drawing a blank).