I'm using Fedora 22.

Firstly, what works:
A single VM instance, running Windows. Although, I am keeping this (GTK) window focused.

What really fails:
If I have two running VM's, WIndows XP and Windows Vista:
1. I press Ctrl-Alt-G to get the focus.
2. That works first time.
3. Then I press Ctrl-Alt-G again.
4. Then Alt-Tab to the other machine (switching from XP to Vista, or back.)
5. Then press Ctrl-Alt-G to gain focus:
- Problem is that now the Ctrl-Alt-G, although showing in the title bar, only grabs the mouse, but NOT the keyboard. That is to say, whilst in Ctrl-Alt-G mode the second time, pressing Alt-Tab jumps back to the other VM!

Pressing Alt-F4 quits!!!!!!!!!!!!! Regardless of whether Ctrl-Alt-G mode or not!
But only when running two VM's.

Thanks
Misha