[Python] Creating a transparent GUI overlay on top of a Full screen game in python

I am looking to make a transparent GUI on top of a fullscreen game application. I have looked and studied this post on SO: How to make window overlay (on top of browser,games exc.) with wxPython

I tried it out - and unfortunately it works well to show a transparent GUI when you are working on a desktop , but when you are running a fullscreen application the transparent window is hidden.

Can this be done with wxPython? If not, is there another toolkit or method people are aware of?

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