Little trick I learned late but it will change your life.
A global event can be made to work only if the FSM is in a given state. How? Add this global event as an exit transition, not as a global event.
As surprising as it sounds, the FSM will be listening to this global event but only if the flux is in the state that uses this event as an exit. In other words, this event will work both as an entry and an exit point, into and from this state.
'Global' is a hell of a misnomer really since non-global (therefore local) events can be used too.
Also, once an event is added to the Events list (not the one in the Graph window but the PlayMaker general tab dedicated to events), if you make this event global (tick the box to change its status into a global event), chances are you won't be able to unglobalize it. And don't hope renaming it either.
So be very careful how you name your events and which ones you use.