Being closer to the focal point is better because it allows more relative movement. You don't have to be right on top of the focal point, but closer is better. Alpha Centauri is very far away.
The focal point is decreased proportional to the mass/radius squared, so, the Sun, about 1000 times the mass of Jupiter and about 10 times the radius, it's focal point is 1000/100 or about 10 times closer than Jupiters. For good imaging with some ability to pick targets and move around, a star or perhaps heavy Jupiter would be ideal, or a white dwarf or neutron star or black hole, but none of those are close. There's a white dwarf in the Sirius system but that's twice as far as Alpha Centauri.
Here's a diagram of the focal points of objects in our solar-system. Density is important too, but more mass generally provides greater lensing, or more light to be collected.
Source of image
If there was a heavy Jupiter, say, 10 times the mass of Jupiter, about 600 AU from the sun, that could perhaps be used, but there's almost certainly not an object that large that close to the Sun because it would have been detected, either directly or by gravitational lensing observation. An object that far in orbit would also provide a narrow viewing range as an object that distant would move slowly through the sky. That's why even the most distant known solar system objects don't work. They're too close. Even planet 9 is too close. A very distant planet or large dwarf planet in the Kuiper belt might work somewhat, if one is found, for example, and Earth like planet about 1/4 light year's distance could work a little bit, but it would provide a very narrow angle of the sky to look at.
Our best bet, given the ability to chose what target we wanted to image would be to use the sun, even if 550 AU is much further than any craft has ever been sent, with the possible exception of the flying manhole cover.
Rob Jeffries was kind enough to provide the math.