Um, have you tried shortcut key?
I think the default is set using : "LeftAlt + LeftShift" to change between EN - JP
and then use : "LeftShift + CapsLock" to change from romaji-alphabet (when it's already set in JP)
Note : try pressing the shortcut when you're about to type (ready to type after pressing "Enter" or any chat shortcut)
Hope this helps
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