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That might be a detail, but before I buy it (very tempted), I have to ask : does it run in windowed mode ?

Thank you :)
This question / problem has been solved by triockimage
Yes - http://www.lordsofxulima.com/forum/viewtopic.php?t=74&p=216
Oh, it's as easy as that... Thank you :)
FWIW, not on a mac.

The mac version uses a very clumsy and broken version of fullscreen that does not behave like fullscreen applications on the mac are supposed to behave since 2012 or so. It also doesn't behave like an old fullscreen app should. It doesn't take exclusive control of the GPU for performance reasons, it just tries to draw a window over the screen. If you change virtual desktops (spaces) when it's running, it loses focus, so you can't control anything or even quit, but it remains covering the screen so you can't do anything at all.

Pretty buggy crap.