Sorry to hear you are having issues. But, I can not recreate your issue on my system. The Win+Shift+D do "Show Desktop".
Why it don't work on your system? Not sure, maybe its conflict with any other application that is running in the background in your system. Try cleanboot and see if that identifies it. https://forums.stardock.com/486084/fences-support-faq#cleanboot
Stardock Community Assistant.