a persistent window, aka panel, is the conventional way to provide that.
it's simply a conceptual extension of the 'prompt' into a gui environment. nothing has surpassed the panel concept in the past forty years that it has been dominant.
i expect the 'panel' is the primary feature vehicle of any desktop environment - they are nearly synonymous. nearly every window manager also contains support for panels, even if they are not part of a desktop environment that specifically provides them. what do you use?
As for the full screen bug you experienced, I don’t recall ever seeing that but Windows 9x had a plethora of weird bugs so it wouldn’t surprise me if you had issues.
and microsoft does all kinds of weird shit nobody has an explanation for.