There is a way to have full screen windowed mode by using the AutoHotkey program.
You need to set up a script:
^+a::
WinSet, Style, -0xC00000,a ; remove the titlebar and border(s)
WinMove, a, , 0, 0, 1920, 1080 ; move the window to 0,0 and reize it to 1920x1080
return
Change the resolution to what you want. Press control shift and 'a' to run the script.
XI Wiki



