I keep one list for all my goals. But what I do to thelp with the focus issue is, I divide them by their timeline. On the list I first have my long-term goals. Then my annual goals, quarterly and then monthly. They tend to support each other. For example, a longer term weight loss goal might have a quarterly goal to build out a set of simple habits to support it.
I know that in the quarterly and monthly range, you'd usually treat those as projects, and I to that, but I like to list them as goals, too.