to focus on an event that is causing stress in an effort to change or improve the situation is what type of coping?

The description in your question matches problem-focused coping.

When someone focuses directly on the event that is causing stress with the goal of changing or improving the situation , they are using a coping style aimed at tackling the source of the stress itself, not just their feelings about it. This is exactly how problem-focused coping is defined in stress and health psychology.