Hi Ansgar!
I've noticed a weird problem regarding the window properties of the initial window layout (regarding the Session Manager and main window).
The session manager window has the "skip taskbar" attribute set and the main window has a size of 1x1 pixels. When the main window gets focused, it delegates the focus to the "Session manager" window.
I am using the awesome window manager, which has a prev/next client shortcut, and HeidiSQL will prevent me from selecting the "real" next window because of this.
I think that the behavior of HeidiSQL should get changed.
A simple fix might be to just set the main window as non-focusable, as long as it's in this special state (where its size is 1x1).
Another (minor) issue that this setup will not highlight the main window as being focused/selected in the tasklist (because the focus is on the Session Manager window, which is not listed).
See https://github.com/awesomeWM/awesome/issues/182 for more details on the issue.
Here is a more detailed description on what is going on: https://github.com/awesomeWM/awesome/issues/182#issuecomment-89418574
In the end, it concludes that the 1x1 window is a really bad hack.. :)