Going full screen alt + mode enter key opens the window gsx I am in windowed mode gsx of the window does not open
That's not a GSX problem. The GSX menu is a STANDARD menu Window, which is created and handled by the sim itself, and we don't have any control over it.
What is likely happened, is that you might have moved away or undocked, so the simulator saved its position. Or, it's POSSIBLE that another addon is interfering, and has placed another window on top of it, so the default menu window has gone in the background.
Try to see if the window comes in front if you press CTRL+TAB, to cycle between active windows.
