I am directly listing the problems:

1. Whenever I play games in exclusive DirectDraw mode (i.e. by using DXPrimaryEmulation -DisableMaxWindowedMode), the mouse tends to come out hiding and display over the game screen. This is problematic as clicking the mouse takes the game out of focus, to the Desktop, and in many cases, recovery is not possible (such as SEGA Daytona USA). Is there any solution to this?
2. The menu bar in many games becomes inaccessible. Pressing the Alt button to access it would just halt the game instead of displying the bar.