Thanks gt_magnus. I was afraid that might be the answer, because I did not see any other answer anywhere else. Interestingly, Ctrl+P changes nothing on my set-up. Spray does not disappear, for instance. That's why I asked what to look for. I'll have to see if that is a hotkey captured for something else, so that it doesn't work for SH3...
Buying a new GPU is out of the question for now, but perhaps in the future...