Using VirtualBox on my Mac (in windowed mode, not full screen), I noticed that right-click on the Windows taskbar was not working. I commonly use right-click on the task bar to launch an application as administrator, pin an application to the taskbar, etc. I could two-finger click on other windows to get the right-click menu to appear, but that did not work on the taskbar.
To get the right-click menu to appear on the windows taskbar, I had to hold down the "host key" which for me was the left Mac command key, and single-finger click the item in the taskbar.
Hope this helps!