Turn post-processing to "off" in graphics options, but it will remove also other postprocessing effects.
Just select some member of your squad (with the F keys (like F2, F3...)) and click on the map.
Doesnt work for me neither. Actually, I think that I have a few fps more in fullscreen, but alt-tabbing is much less of a pain in the ass in windowed mode (in fullscreen it takes me like 30 seconds, in windowed mode it alt-tabs instantly).