Here's what I've found:

Monitoring Keystrokes on Raspberry Pi Using "Screen"

The "screen" command in Linux not only captures keyboard coming in to Raspberry Pi's USB port, but also allows the input to be passed through to the end device.

The Hardware

This is at least the case for Raspberry Pi Zero 2 W running Raspberry Pi OS.

iUniker USB Addon

The RPi is also using the iUniker USB addon, which I believe is what makes the HID interaction (keystroke logging) possible with the end computer (my Windows PC, in this example).

Here's the command to log keystrokes in Raspberry Pi / Linux - and save the logged keystrokes to text file:

screen -L

That's it.

The "-L" specifies to turn on text Logging to file.

Once logging is turned on, it logs to screenlog.X, where X is an integer.

It saw that Python was capturing keystrokes.  This leads me to believe that pretty much any Python-based keylogging could be / would be detected by Windows.

In contrast, when I use "screen -L" in Raspberry Pi, I still capture keystrokes to text file.  But there's no security warning from Windows.

Remote Exfiltration / Monitoring

At that point, we can extract / exfiltrate the data from a remote location by using multiple methods: