If you are drawing the contents of the game screen into a DIB (device independent bitmap) and then rendering that DIB onto the screen you don't even need specific library. That could all be done with a Windows API.
But in your original post you were also talking about sound and input handling. Here is where I believe you might encounter even greater difficulties.
As I sad before on modern computers there is virtually no performance impact of running a game in borderless full screen window.
If you don't believe me just check any modern game that has support for full screen borderless window and make a comparison. You might even find out that some of the modern games no longer even support the true full screen mode.
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