I've noticed this in some recent games as well, its very annoying. I prefer full screen as well, it just seems more stable overall historically.
TBH, I've never even paid attention to how it all works. I just know that windowed fullscreen is the most likely to randomly struggle with overlays. I also know that switching from whichever you're at to another is a common troubleshooting step, particularly with games from the era before this one.
As for M:E, my general advice to people is to treat it not as a regular FPS, but as a survival game. Don't get knocked down, save ammo, and make sure every shot counts. Don't go rampaging a horde of monsters if there's another route. Plan ahead.
Yeap. Ranger hardcore in particular is all about that in ME. It's a lot rougher when things are so scarce, everything notices you, and you have like half of the workbenches/healing safehouses about. Not to mention, there's no manual saving with extremely sparse autosaves. There's kind of a balance where you only want to be engaging enemies when there is a fitting reward on the other side, such as gear that gives a combat advantage (reducing chances of being hurt in combat, increases ammo/resource efficiency) or materials that make up for what you spend with a little bonus. Often, the gains will still be minimal in that situation, versus what you spend doing everything right and being lucky enough to not get boned by the shot angle RNG. When you do fight, it's as quick as possible, with as much margin for being overwhelmed as possible, using the bear minimum you need to use to get passage. And don't spaz and get yer shit dirty in one dumb scrap - fuck yourself over with a gun that jams, misses, and has just a handful of rounds left!
Even on ranger hardcore, there are enough materials on every level to use your full arsenal in any *necessary* encounter. It's just a matter of careful planning mixed with very effective use of weapons and tools. I'd say there are many times when you MUST make these excursions to really survive well, and knowing when to do that is equally as vital as practicing general situational awareness and active avoidance.
The only exception may be human enemies. As long as you take them patiently, often with mixed-stealth, you can gain such an edge up in your set up. With good stealth, killing 10 dudes can cost single digit amounts of resources to you. Meanwhile, they all drop ammo, resources, weapons/mods.
There are all sorts of crazy trade-offs in that game. For instance, right on the Volga, there's one spot that is just NASTY NASTY. It's under the bridge with the train car where you meet Duke. Not only are there a solid dozen Lurkers that are very fast, can put you on your back, deal lethal damage, take multiple good hits to drop, move underground, and take turns attacking in rapid succession like bands of Hyenas... but there is also a flying Demon that hangs out there, who will zero in the moment you start shooting on the ground. And you have exactly zero seconds to look at the sky with Lucifer's Chihuahuas knawing at your ankles. Just being on the bridge in the DAY is scary because you hear them right down there and you know they will rush up there and tear you apart in front of a Demon in seconds, if they feel like it. The Demon also CAN decided to drop you right into the nest. Fuckers are smart - Krest is wrong, the beasts are smarter than Humanimals. There is stuff to get below, but if you survive, the ammo cost is astronomical. They're relentless and everywhere - you're probably eating med kits. The Lurkers read both your input and your orientation to ensure that they pretty much always down you eventually. One time, one knocked me down, and the Demon scooped me up and hawk-dropped me to my doom. It's kind of just a death trap to engage. And range doesn't work so well - they either close the gap verrrry quickly, or hide in ambush. Later in the game, you have a vehicle that gives you and advantage. Being exposed to a big Lurker nest is a whole nother ballpark.
But on one playthrough, I straight up crawled between them in the night to get the stuff there. It's counterintuitive. The tradeoff with night is that human enemies are often less alert/active, while the amount of roaming beasts increases tremendously, as does their aggression. The ground-dwellers are much more active across the board. And then there are the electricity balls - those things still give me mini panic attacks. But what goes missed in that is that this is only a problem if they see/hear you. It's so dark in that spot at night that they won't see you as long as you keep positioned right and stop moving at the right time. I stopped countless times in the open, with multiple Lurkers trouncing and snarling just feet away. That was when an orb spawned towards the bridge, aggroing and shaving down their numbers - and giving me a chance to slowly advance more. By keeping crouched, going slow, and minding their vision/hearing range, I was able to avoid a skirmish. I only had to kill one, which is feasible at close range with a tikhar from stealth. It heard me and faced me, but it couldn't see me because I wasn't moving. Even the Demons often sleep under the bridges at night, so I got off easy. Just had to play it juuuussst right.
Not gonna lie. That shit was exhilarating. Every second of it was heart-pounding. I was in a loop of being astonished that I was still alive.
So that's a whole extra element you can use to your advantage. I do the same dealing with the shrimp at night. There will be so many near the banks at night, but in a way, it's the better time to be in the boat because if you are careful, many of those on the shore won't notice you and you just have fewer bugs to worry about in the water. Take advantage of the free floating and wait till the turn from shore to paddle cautiously.
You gotta work smarter, not harder with ME. What I find it rewards better than anything else, is creative risk-taking. It's just a matter of the thought you put into the risks you take, and what information you've gathered about the surroundings.
I got lost just doing the main story. Never even finished it.