Thank you for writing.
Please keep in mind that RadWindow does support a hierarchy of windows. The group picker is itself based on RadWindow. Pressing the back button closes both windows because RadWindow does not have a notion of a top most window, all window instances listen for back key press and close themselves accordingly.
I managed to reproduce the controls disappearing and it happens exactly because we do not support a window hierarchy. In order to work around this you have to set your window's IsFullScreen property to false, its WindowSizeMode property to FitToPlacementTarget and its PlacementTarget to your page. This way the window will stretch over the whole page but it will not hide the UI on your page. This UI hiding is implemented only in full screen mode as a performance improvement.
Finally, please reconsider your jump list in a window design, the jumpst list should usually be on its own page.
Please write again if you have more feedback or if you need assistance.
the Telerik team
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