The best way around this is to use an AutoHotKey script to monitor your joystick for input (or pedals or throttle) and when it sees movement on the stick it sets the active window to Elite. So as you play it does this in the background, I will admit I had a few performance issues with it from time to time (after playing for 4+ hours) in which case I'd just kill and restart it. While you can try to lock your cursor to the Elite window it's still possible for things to take window focus leaving your ship's inputs effectively dead. How many of us have gone crashing into a star at full throttle because of this.
Google and you'll find the script, just edit it with the ID# of your joystick (which joystick device number it is in the system) then the name of the Elite window and done. Run that and it'll make sure you always have focus and control. I play in VR and sometimes leave my mouse on a small platform on my motion base. One quick turn and my mouse goes crashing to the floor, clicking and moving along the way. Move my stick and I'm back in full control.
