Some people like to think, that listening while sleeping has the same or similar effect as actual trance but as far as I'm aware there is no study that proves this.
While you aren't really aware in sleep and you can be in a sort of trance while you wake up for brief moments without noticing or even may incorporate noise you are exposed to while sleeping into your dreams, all of this is probably not recognized to a degree, that would allow the brain to process it in any meaningful way.
A "casual" trance and a hypnotic trance are a little different in terms of suggestibility. Not everything you are exposed to in a trance will be accepted by your mind as a truthful statement.
Hypnosis can be a state of strong focus and in most cases likely is, but that doesn't have to be the case every time. Usually the files are going to try to establish a strong focus on the voice and accepting the instructions while emphasizing to defocus other external influences.