Comment by SleepyMyroslav

If author reads comments I just wanted to confirm that everything seems to be correct.

The fun parts you might not know is eg. that if you want to ship on steam you will need legacy messages for its overlay to function. Because its a web based thing ^_^

Practical solutions usually include either letting user to pick their perfect input type and assume they know limitations like no windowed mode. Or expecting users to reduce 8k to reasonable number in mouse software. Users already know how to read forums or reddit and games that do now work fine with 4k/8k polling rates are well known and numerous.

There is an alternative that my colleagues going to explore = make it Microsoft problem. There is Microsoft provided library that can do input for you ...