Can't get Press and Hold Modifier to work with Discord

First, remember that Keyboard Maestro will release any held down key when the macro ends, so a macro that just does:

  • Press and Hold the Control Key

and then ends will not accomplish anyway. The macro must continue running for the key to stay held down.

Next, yes, some applications will not be looking at the event queue, and will instead sample the hardware more directly. There is not much you can do about that.