Is there a way to run this in a (borderless) window? OBS recordings tend to lag a lot in fullscreen, whereas I don't experience the lag on my screen.

If you use OBS Studio (Not OBS Broadcaster) you can add madagascar as a window capture right after you start the game, but you have to do it before it reaches the main menu because then it won't work, you also need 2 screens for this to work.

Thanks. Good thing I have 2.