How to handle mouse input and game focus like Big Screen and Virtual Desktop manage to do?

Big Screen and Virtual desktop let you use your actual desktop while in game. What is interesting to me is while you interact with certain windows on your desktop the game seemingly never loses focus, you can still interact with the game and track VR, etc… but you are actively focusing on other windows at the same time.

A quick test in UE4 and whenever the mouse clicks on another window that isn’t the game window the game loses focus and stops tracking your input. Is what they are doing ground breaking stuff or pretty straight forward for an engine like UE4?

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