as soon as a widget gets the focus, or when you set the game mode to ui only, alt+enter stops working. there is absolutely no valid reason for this design choice. a user should be able to switch between screen modes at any given time. it shouldnt matter wether he is in a menu or not.
and please give us the option to switch to fullscreen mode when clicking on the maximize button. im really shocked to see unreal missing such basic functionalities.