I think it shows to anyone you have enabled Show Focus in messages app. Still trying to figure out these details though. You also have to enable it in focus settings and privacy focus messages settings.
If you have allowed notifications for a specific person they won’t be shown that you are in a focus mode and not presented with notify anyways.
My question is can you disable these breakthrough notifications on people you share focus with? I don’t want someone to disturb me even if they press notify anyways.