I was searching for a solution for this problem a few weeks now. The problem was that Dxtory (2.0.133) only detected my first key press in all the games, whatever the action was (like making a screenshot, record, toggle overlay) and whatever key it was. Just today I discovered it was caused by Synergy (http://synergy-project.org/) (1.7.6) that I use for work to share mouse / keyboard across devices. Stopping the service have fixed my issue. I thought I will post it here for when other people have the same problem. (And because I like making puzzles in a forum).