I was having issues with disabling full-screen . I currently use a laptop connected to a TV that only displays when in windowed mode, however, if I accidentally click into Full-screen mode, it is really unintuitive to go back into windowed mode. Left clicking would not allow me to change it to windowed mode.
My sort of solution: Clicking with the left mouse key several times then then a right click. I am not sure which worked (probably a right click), but one of these switched it over. If any other users are having this issue, this might be helpful to them.
Other solutions I tried that partially or did not work:
Deleting my Documents/Zwift/prefs.xml file (https://support.zwift.com/hc/en-us/community/posts/204820099-Settings-Menu). This was somewhat successful as it worked for one computer, but not another one. My preferences seemed saved even though I deleted the above folder.
Using the f11 function, Caps lock, or Alt+Ctrl+Del keys which other users suggested did not work. (https://support.zwift.com/hc/en-us/community/posts/205570556-Exit-full-screen-)
I also uninstalled and reinstalled Zwift. This also did not fix the issue.