Yes there are known issues with ActiveX and Windows 10. The screen capture feature will not work properly. Word merge should be less of an issue for you, assuming you are using the Silverlight implementation of this feature.
Thanks for the link. It says that on Win 10, support for Microsoft edge browser isnt available anymore. But what about IE11? Could you let us know if Pega supports ActiveX on IE11 on Win 10 for Pega 7.2.2