… in xfce4-terminal in IceWM. Mouse hover was enough in Leap 15.2 and earlier. Is it please possible to make mouse wheel to work without focus in Leap 15.4 ?

that is an extremely peculiar situation, theoretically all the mouse (and keyboard) events should be sent to the active window (that means the focused application/window/dialog/menu/whatever should handle it.
That means also other applications will not even be able to detect those events. From this point of view what you explained is just a bug (make mouse wheel to work without focus).
It depends on the window manager, how does it handle those events, if it sends them to the active application (which is in focus) or looks for the application which is currently visible on that location (but otherwise inactive).
I don't think it is configurable.

It works in openbox (can't say now whether it's configurable)

It's works and is configurable in xfce https://forum.xfce.org/viewtopic.php?pid=19955#p19955

focus follows mouse is another thing, that means the focus can automatically change (without clicking). You can set it in KDE and in other WMs too. It is not related to the mechanism that identifies the application to which the event should be forwarded (which is based on focus or mouse location or something else).

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Excuse me I made mistake.