Hi, sorry for necroing this topic (I don't know if it is allowed or not).
I came here through a google search and have the exact same problem.
I have Mass Effect Legendary Edition (MELE) and it starts a launcher where you can start one of the games from the series.
BUT the shutdown screen does not work unless I enable "Hide All Windows that are not in Exclusive Fullscreen Mode" and just as you I cannot see the launcher then.
I suspect that the MELE launcher does not run in full screen exclusive mode and thus is hidden behind Big Box - which might also be the problem in your case.
After a lot of testing I found a solution using AutoHotkey (AHK) as an emulator for Windows games and pointing to the following AHK script as the "ROM file"
#Persistent
#NoEnv ; Recommended for performance and compatibility with future AutoHotkey releases.
#SingleInstance
SendMode Input ; Recommended for new scripts due to its superior speed and reliability.
SetWorkingDir %A_ScriptDir% ; Ensures a consistent starting directory.
; Run game and wait for it to close
Run, "CHANGE ME TO YOUR FULL PATH TO GAME EXE FILE"
WinWait, Change me to the window name of the game; e.g. Mass Effect Launcher
WinActivate
WinSet, AlwaysOnTop
WinWaitClose
; End script
ExitApp
return
(Also attached)
Change the lines where I've written "change to something, somehting" ☺️
Hope it helps (and it has not been answered in another thread and I don't break any rules by necroing)
BR
name_me_something.ahk