I looked in the docs and it talks about this:

I've never had it happen in TeamViewer or Chrome Remote Desktop so it must be possible. Is there any way that AnyDesk can fix this issue? Or suggested workarounds? I've sort of lived with it for a while now, but last week it cause a mini-disaster when I was using AD to monitor somebody running a live stream (they were new to it) and at some point I switched out but the remote machine retained the stuck WIN key and when he went to change slides, it caused craziness to happen, which then showed up in the livestream. The result is that when you come back to AnyDesk and start typing, then at best, you can't type and at worst, all kinds of weird things happen because it thinks you're typing WIN+ commands. I think that the transitory CMD key (Mac equivalent of Windows key) signal gets send to the remote side on the way out (or on the way in). I usually connect from a Mac, so I use CMD+TAB to switch apps. AnyDesk works great, but I have this issue with the remote machine (usually Windows PC) thinking the Windows key is stuck down.

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