Those are safe regions of your camera: Blender has the same tinted border. If you don't want it when looking through the camera, you can go to Options > Configure > View > Tinted Border and disable it.
There's a screen capture app that has similar capabilities called ShareX - I believe it's for Windows only, and it's Open Source. Here's an example of what it can do below. All of the additions were made using the application. You can also use the software to create video and gif screen captures. I have no affiliation with the software or its developers.
I'm not an Affinity Design user, however nearly all vector software works in similar ways.
You could perhaps use a boolean operation to make the shape in the middle an actual shape you can apply a different colour fill to.
In Affinity designer according to the user manual, these are called "Operation Commands". The one you are looking for is called ...
I think you're wondering why there is a darker area where the two circles overlap?
If you place a semi-transparent object above another, naturally the lower object is going to show through. If you have two semi-transparent objects, the area where they overlap is also going to be affected, since neither object is fully opaque.
What you want to do is leave ...
Confusing question, not sure if I've understood it properly. Apologies if I haven't.
Anyway, there's no need to use layers for this.
Draw the two ellipses overlapping, with a solid fill colour.
Select both, and Group them Ctrl+G
Ensure the group is selected, and lower the fill opacity of the group.
You have your own answer but I want to give mine.
You can play with the opacity of the brush just dragging it to the artboard and replacing it.
The example image, I changed the lighter gray color to 80% opacity.
2- You also may make an opacity mask, but not leaving the Illustrator.
Duplicate the brush;
Go to Edit>Edit Colors>Convert to Grayscale;