I've been looking around to see what is causing the problem, but I did not find anything. I am pretty new to KDE and this is something that is preventing me from actually using it on a daily basis. The problem? Well, when I am playing something on steam and I need to combine two keys, in this case, CTRL + W or CTRL + Q, the taskbar shows up and it unfocuses from my game. I tried overriding the CTRL + W only for that specific window, ignoring all global shortcuts, nothing helped.
Here is a screenshot of how it looks like when I press CTRL + W or CTRL + Q in-game:

https://gcdnb.pbrd.co/images/z0E9xRoakP4E.png?o=1