The feature that will allow you to prevent some panes to be dropped in some areas will be available for the next internal build. You will able to do that by hooking up to the PreviewShowCompass event.
About the X button - if you are talking about the X button of the ToolWindow - this also will be fixed with the next latest internal build - the window won't close if there is a pane that cannot be closed in it.
To see these changes, just download the latest internal build at the end of the week (it should be available after Friday).
the Telerik team