Hey, not a runner of this game myself, though I figured someone here might have the answer, that might actually be helpful if I decide to run the game. Does anyone run Bleed in windowed mode?

As a single screen-haver, I've always wanted to stream the game windowed but be able to move the screen and still interact with chat on the same PC (I don't like using my phone for it).

I've tried DXwnd, but it locks me inside the window completely. So, any way to get around this?

It does. Just use the window flag.

HOW-TO:

1. Create a shortcut for that executable.
2. Go to Properties.
3. Add window at the end of shortcut's path.
4. ...
5. PROFIT!
6. Should look like that: Bleed.exe window novsync

About screen lock....it's probably fine as is, unless you intend to move your game window every 5 seconds :D