Long story short, the Steam Client is my gaming hub, i have added every single game - or gaming software such as emulators - to it and i'm surprise how the Steam Overlay works with anything... except with TDU2, of course.
Is a bit annoying, i love to take screenshots and Steam is my favourite software to do so; sure, i use MSI afterburner but mostly for the sake of monitoring my GPU, i don't like to having to go to a folder and diving inside it only to upload a few pictures to tumblr, not to mention that is easier to access the screenshots directory of a game from the Steam Client
And also there's the access to Steam Comunity in game of course, including online chat.
Sooooooo... ideas?
EDIT: Nevermind, found a solution and IT WORKS!!