Have you tried changing the hotkey? Perhaps another application has reserved that shortcut key already.
Also the Radeon Overlay (albeit with different options) is possible from the desktop (to remove games from the equation).
This is assuming Windows10 w/ latest 17.12.2 driver
same problem here. it happens until the game is set in fullscreen. if you set windowed overlay works, the obvious problem is that in windowed many fps are lost, nice try AMD