Which version of Daphne do you use ? if I'm not wrong fullscreen_window was added in the last version or the one just before
If you don't know, you can read into Daphne log file when you execute and get an error, it should start with something like :
--DAPHNE version 1.0.10
--Command line is: C:\Users\XXXX\Desktop\singe test\daphne_singe\daphne.exe singe vldp -x 800 -y 600 -fullscreen_window -noserversend -framefile singe/crimepatrol/frame-crimepatrol-cdrom.txt -script
With 1.0.10 this .bat is working perfectly :
cd data
cls
@daphne.exe singe vldp -x 800 -y 600 -fullscreen_window -noserversend -framefile singe/maddog/frame_maddog_cdrom.txt -script singe/maddog/maddog_cdrom.singe