Advanced Window Capture is a new capture method in Medal to capture your gameplay.

Using this option will allow Medal to capture your gameplay, even when it is minimized, stopping the Game out of Focus error from ever appearing. 

You can find this option in the Advanced Recording section in Settings > Clips & Recording.

Why is there a yellow box around my game?

This is a Windows security feature to tell you that your game window is being recorded. The yellow box cannot be disabled inside Windows at this time. However, the yellow box will not appear inside your clips or full session recordings.