I use a variety of mouse shortcuts on my PC, and any inputs involving my mouse don’t register outside the game window when AoE4 is focused unless the the game is running specifically in windowed mode, with mouse-lock off, and the window is not full-screened. If it’s any other window mode (Borderless Fullscreen, Exclusive Fullscreen, or Full Desktop in the Graphics settings menu), in Windowed mode but manually full-screened, or if mouse-lock is on, mouse inputs seem to die in the AoE window and aren’t broadcast to the rest of my system. For instance, I can normally use the side-buttons on my mouse to tab between workspaces, or Ctrl+MiddleClick to take a screen-shot, etc, but these types of shortcuts don’t work if the game is full-screened or if mouse-lock is on. System keyboard shortcuts which don’t involve any mouse buttons do still work inside the game window regardless of window settings, so I’m guessing this bug is related to the mouse capture in particular.
I could just play windowed no mouse-lock, but the bottom of the screen gets cut off under my task-bar and the mouse roaming outside the game window isn’t ideal. Plus it doesn’t seem like the mouse-event eating on all other settings is intentional behavior. (I was also planning to set up software re-maps of mouse button presses to keys the game currently supports, but this is not possible when the mouse events don’t leave the game window).