I can not trigger OLEObject.GotFocus event by ConnectToConnectionPoint API

[loquat]

VERSION 1.0 CLASS
BEGIN
  MultiUse = -1  'True
END
Attribute VB_Name = "Class1"
Attribute VB_GlobalNameSpace = False
Attribute VB_Creatable = False
Attribute VB_PredeclaredId = False
Attribute VB_Exposed = False

Option Explicit

Private Type GUID
    Data1 As Long
    Data2 As Integer
    Data3 As Integer
    Data4(0 To 7) As Byte
End Type

Private Declare PtrSafe Function IIDFromString Lib "ole32.dll" (ByVal lpsz As LongPtr, lpiid As GUID) As Long

Private Declare PtrSafe Function ConnectToConnectionPoint _
                      Lib "shlwapi" Alias "#168" _
       (ByVal punk As stdole.IUnknown, _
        ByRef riidEvent As GUID, _
        ByVal fConnect As Long, _
        ByVal punkTarget As stdole.IUnknown, _
        ByRef pdwCookie As Long, _
        Optional ByVal ppcpOut As LongPtr) As Long

Private Declare PtrSafe Sub Sleep Lib "kernel32" (ByVal dwMilliseconds As Long)

Private cookie As Long
Private iid As GUID
Private cls2 As Class2

Private Sub Class_Initialize()
    'OLEObjects Events
    Const s = "{00024410-0000-0000-C000-000000000046}"
    
    Dim hr As Long
    hr = IIDFromString(StrPtr(s), iid)
    Debug.Print hr

    Set cls2 = New Class2
    hr = ConnectToConnectionPoint(cls2, iid, 1, ie, cookie)
    Debug.Print Hex(hr), cookie   '[B][COLOR=rgb(226, 80, 65)]Error code: hr = 80004005, and cookie = 0[/COLOR][/B]
    If hr <> 0 Then Exit Sub

End Sub

Private Sub Class_Terminate()
    Dim hr As Long
    hr = ConnectToConnectionPoint(Nothing, iid, 0, ie, cookie)
    Debug.Print Hex(hr), cookie
    If hr <> 0 Then Exit Sub
End Sub

VERSION 1.0 CLASS
BEGIN
  MultiUse = -1  'True
END
Attribute VB_Name = "Class2"
Attribute VB_GlobalNameSpace = False
Attribute VB_Creatable = False
Attribute VB_PredeclaredId = False
Attribute VB_Exposed = False

Public Sub DocumentComplete(ByVal pDisp As Object, URL As Variant)  'the original event has no parameters
Attribute DocumentComplete.VB_UserMemId = 259
    Debug.Print "DocumentComplete"
End Sub

Public Sub myGotFocus()
Attribute myGotFocus.VB_UserMemId = 1541
    Debug.Print "myGotFocus"
End Sub

Public Sub myLostFocus()
Attribute myLostFocus.VB_UserMemId = 1542
    Debug.Print "myLostFocus"
End Sub

when i call it like this, i get an error code of 80004005, in Class1_Initialize

Private cls As Class1

Sub start_()
    Set cls = New Class1
End Sub

Sub end_()
    Set cls = Nothing
End Sub