$(document).on('select2:open', function(e) {
    document.querySelector(`[aria-controls="select2-${e.target.id}-results"]`).focus();
    $('.select2-search__field').focus(); 
});

hoặc

container.on('open', function () {
    self.$search.attr('tabindex', 0);
    setTimeout(function () { self.$search.focus(); }, 10);
});