How do you switch between the two screen modes? Is there a way to switch in-game?
Windowed vs Full Screen

You can’t do it ingame afaik.
You can switch in-game by hitting CTRL+SHIFT+F.
If you’re playing on Steam, you need to right click on the game under Library > Properties > Launch options > and write “-w”, but you can’t switch in-game.
For some reason I thought the “-w” and similar commands only worked on source games. Thanks, this makes playing the game in steam a lot easier.
It would be nice if they made that an in-game option with the UI under Settings, even if it would only take affect after closing and reopening the application.
Where did you find the CTRL+SHIFT+F trick?
The devs posted it with a client update in the beta forums, so no mysteries there 
Either in some Twitch chat, or in a game tip. I think one of the loading game tips tells you about it, and also says what the combination is for Mac.
Yes, I didn’t play it on Steam because of Windowed mode not being there, but finding it out changed everything.
Now just to put @t2k5’s scripts there as well.