It won't matter where it compiles as the output has to be the same or the program won't run on the Teensy. The codes sent by the keyboard are the same regardless of what OS is on the other end - I can't think of any way for it to behave differently on Mac vs Windows.
Have you ran Switch Hitter to see what key(s) Windows thinks are pressed?
Well, what has happened...
I ran switch hitter, and here is the log
49:44.0847 2 (0x32, BIOS 0x03) DOWN
49:44.0877 W (0x57, BIOS 0x11) DOWN
49:44.0894 S (0x53, BIOS 0x1F) DOWN
49:44.0902 Z (0x5A, BIOS 0x2C) DOWN
The rest of the keys work apart from the tab key and my right menu key. Again, plugged into the mac and it still works fine. I can't see any shorts and the connections seem sound.