I've just downloaded the Humble Bundle CF2.5 Mac editor and I can't even get Wineskin to open - it gets stuck on 'Busy... Wineskin is currently busy Please Wait...'
Anyway, looking at your second screenshot, I've got my Override Settings on 'Fullscreen'
Try that, and if it doesn't work you could ask Yves if he could send you an updated version.
Here are the screen shots from the Developer version - we have the same Wrapper version and Engine version.
Screen Shot 2017-10-04 at 8.36.20.jpgScreen Shot 2017-10-04 at 8.37.01.jpgScreen Shot 2017-10-04 at 8.43.58.jpg