You will have to ensure you enable Accessibility for both Keyboard Maestro and Keyboard Maestro Engine. If you have any troubles with accessibility (eg typing keystrokes, selecting menus, copy/paste, etc), you need to toggle the accessibility permissions (System Preferences, Security & Privacy, Privacy, Accessibility) for Keyboard Maestro and Keyboard Maestro Engine off and then on again.
This is a bug in Mojave’s accessibility upgrade process - the worst part is that the system lies and tells Keyboard Maestro that Keyboard Maestro has accessibility permissions, but then fails the operations, so Keyboard Maestro cannot alert you to the missing permissions.