Do these sentences use the present simple and present continuous correctly?

The third and fourth would be better if the verbs matched, for example:

When we are doing homework, we should be focusing on vocabulary.

When we are doing homework, we're using the new vocabulary we've learned and applying it in a variety of contexts, to give us more practice with our new words.

You also asked:

If I wanted to express that we have to focus on vocabulary AFTER we have done homework, maybe as part of a different assignment, which one applies?

After we do the grammar lesson, we go over the new vocabulary for about 10 minutes.

And in contrast, If I wanted to express we have to focus on vocabulary WHILE doing homework, what would the sentence look like?

When we're doing our grammar homework, we try to incorporate the new vocabulary items.

Another way of saying this:

While we do the grammar homework, we should be incorporating the new vocabulary.

In comments, John Lawler wrote:

They're all fine, grammatically. There is no rule against using these constructions together. In all of them, the first clause is habitual action. In 2 and 4, this is projected future habitual action, because of will in the second clause; but that's the only difference. Otherwise they all mean the same.

And:

Doing homework is an activity that takes some time, so the continuous construction (be + Vb-ing) can be used with either the present or past tense of be.

And:

If you want to express a special meaning, you should go ahead and express it directly and not count on some verb tense doing it for you. There is no difference between the meanings of (1) and (3), and neither one of them has anything to do with any order of focus. The difference between the progressive construction and its absence has to do with the particular verb involved and what it means and what kind of action it refers to. If it doesn't refer to an action, you can't use progressive. That's all. It's not a different tense; it's an aspect of certain verbs.