This should probably query async button state.

src/video/windows/SDL_windowsevents.c

@@ -469,11 +469,11 @@ WIN_WindowProc(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam)
                     if (WindowFromPoint(pt) != hwnd) {  /* if in the window, WM_MOUSEMOVE, etc, will cover it. */
                         ScreenToClient(data->hwnd, &pt);
                         SDL_SendMouseMotion(data->window, 0, 0, (int) pt.x, (int) pt.y);
-                        SDL_SendMouseButton(data->window, 0, GetKeyState(VK_LBUTTON) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_LEFT);
-                        SDL_SendMouseButton(data->window, 0, GetKeyState(VK_RBUTTON) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_RIGHT);
-                        SDL_SendMouseButton(data->window, 0, GetKeyState(VK_MBUTTON) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_MIDDLE);
-                        SDL_SendMouseButton(data->window, 0, GetKeyState(VK_XBUTTON1) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_X1);
-                        SDL_SendMouseButton(data->window, 0, GetKeyState(VK_XBUTTON2) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_X2);
+                        SDL_SendMouseButton(data->window, 0, GetAsyncKeyState(VK_LBUTTON) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_LEFT);
+                        SDL_SendMouseButton(data->window, 0, GetAsyncKeyState(VK_RBUTTON) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_RIGHT);
+                        SDL_SendMouseButton(data->window, 0, GetAsyncKeyState(VK_MBUTTON) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_MIDDLE);
+                        SDL_SendMouseButton(data->window, 0, GetAsyncKeyState(VK_XBUTTON1) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_X1);
+                        SDL_SendMouseButton(data->window, 0, GetAsyncKeyState(VK_XBUTTON2) & 0x8000 ? SDL_PRESSED : SDL_RELEASED, SDL_BUTTON_X2);
                     }
                 } else {
                     SDL_assert(0 && "Shouldn't happen");