CoverBoxedWindows is a sandbox setting in Sandboxie Ini available since v1.13.6 / 5.68.6. If enabled, it will block host processes from taking screenshots of sandboxed processes.
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[DefaultBox]
CoverBoxedWindows=y
A setting similar to CoverBoxedWindows is BlockScreenCapture.
Related Sandboxie Plus setting: Sandbox Options > Security Options > Box Protection > Prevent processes from capturing window images from sandboxed windows