Hello James,
Thank you for your message.
You can try using the following hotkeys combinations:
Alt+TAB - this hotkey combination allows you to cycle through the windows on your remote Host machine, i.e. within your remote session window.
Q+Alt+TAB - this hotkey combination allows you to cycle through the windows on your local machine, i.e. you should be able to switch between your Full Control window and other windows on your remote machine and reference information between your remote and local machines.
In addition, please try using the
Ctrl+F4 hotkeys when you need to close the remote session window.
For full list of available hotkeys please see
this page.
Hope that helps.