So I play in windowed mode, but pretty much 100% of every game the drop down select in the game stops working. By this I mean when selecting what to build, missions etc.

Anyone else come across this issue? Is there a way to solve it?

I never had this issue, even when I used to play in Windows 8. I play in Windows 10 now, full screen. However, according to some other users, all you have to do is have the game window in the top left of the screen. It will somehow work then.