Just tried it still does not work, I cannot access any of the settings, move down in menus(Automatically exits me out), do anything but resume the game when paused or perform any actions when playing the game, sadly. :( I'm using a PS4 controller.
Here is the thing. I have tried that many many times. alt+f4 just exits me out of the game, and I can't even exit the game from the pause menu as I cannot move down the menu even with the keyboard as it kicks me out of the pause menu when I press down (and out of any menu). By this point, the game is broken for me. And no amount of "F" commands or re-downloading will fix it. I think I'll just wait until the official release to play it so, I won't have any issues. I have very high hopes for your game and I know it is going to be good.