So, in trying to get CPWizard to work I think I discovered a bug in GameEx. In short, it won't start in windowed mode. And it doesn't seem to want to set a resolution.
The windowed mode I've tested more extensively. Basically, if I go into the SetupWizard OR manually change my .ini so it should start windowed mode, and then start GameEx, it starts up fullscreen as usual and changes the setting in the ini back to fullscreen mode. I've confirmed the change is made in the ini and it's running GameEx that switches it back. This happens with or without 'use fullscreen window' on or off.
Not really certain what's going on. I can upload a log if desired, but it doesn't show much - just normal loading. Let me know if you'd like me to do a certain series of things to generate a useful log - can do that as well.