The interaction feature built into Video FX is just a specialized
Repeater Region that sends directly to the Source of the Video FX.
To send to more than one window at a time, you will need a Repeater Region instead of the tick box on your Video FX.
If your Video FX View (and this Repeater Region) is not exactly the same size and position as where it needs to send in the other windows, you will need to give your Repeater Region a Name when creating it. The Name of a Repeater Region is optional, and specifically enables the scaling and translation (offset) that you can easily see and understand with Video FX -- shrinking the Video FX window or moving it around will still send the mouse to the source area in that window. Same thing here (it is, again, just a special Repeater Region that the Video FX is hiding).