I’m not expecting or requesting support for GD4, but I have not found anything about this from searches and I wanted to share my solution in case it helps someone else using GD4. 
Description:
In GD4 version 4.0.97, I discovered that compiled native projects are unable to create new objects or load sounds if the objects/sounds are called after the window is changed to fullscreen. Objects/sounds may still be created/played at the beginning of the scene, if you switch to fullscreen later.
Another possibly related issue is with the 3D box extension. If you switch to fullscreen and view the outside of a box, the Z order of the faces is messed up – for example, the “bottom” texture always appears in front of the other faces.
Everything behaves as expected in the scene editor, and also apparently in compiled form if you leave the game in its default window.
I noticed the 3D box Z-order issue also occurs if the window is resized with an event. I neglected to check if this also invokes the object/sound bug, or if sounds will play in the default window.
Solution:
I manually ported my game to GD4 version 4.0.94, and so far everything has been working as it should! In fullscreen from an EXE I can create new objects and play sounds, and the 3D box renders correctly.
Unfortunately, 4.0.94 cannot successfully open 4.0.97 files. The contents of events disappear. I opted to start over from scratch, rewriting what I had done so far from screenshots of my events and some copy-paste to a text file, to avoid any potential issues from using a file first created by v97.
More good news – there are no more error messages upon compiling, and there is a better libsndfile-1 included with 4.0.94 than the one I had downloaded elsewhere before (which caused a crash if I played a music file as music instead of as a sound). This file is missing in 4.0.97.
Note: While trying to get to the bottom of this, I did not have any better luck with 4.0.96 than 4.0.97.
My system: Windows 7 Pro 64-bit, Intel HD Graphics 520 (i5-6200U), with the newest drivers I could find that my laptop would accept.
