I am having this exact problem also using the most current version of everything (WinSCP 4.0.4 Build 347) in Explorer Mode.
I would have expected that this would be fixed after 2 years. Am I doing something wrong?
More information...
After this odd effect has happened I can progress it a bit more by using keyboard shortcuts.. "Alt-Space" to bring up the control menu, then use the arrow keys to move it into the visible area of the screen if it is not already there. You will see the dialog as though it has been resized down beyond its normal stat to a full minimum to only show a small portion of the title bar. At this point you cannot grab the edges and resize it out, maximizing it does not work either. I would *think* (Assuming I am likely wrong) a possible work around for this would be in the code on the activate event to check the size of the dialog and if it is at this minimal point resize it larger or back (if you memorized the previous size).
The addon is a Microsoft Powertoy found on this page...
<invalid hyperlink removed by admin>
Called the Microsoft Virtual Desktop.
Here is a direct Link to the installer..
https://download.microsoft.com/download/whistler/Install/2/WXP/EN-US/DeskmanPowertoySetup.exe
After you install it just right click on the taskbar and enable it from the toolbars menu "Desktop Manager".
This problem is Unique to WinSCP no other program I am using has this effect. If you forget to minimize WinSCP prior to switching to another desktop screen, when you switch back you have to close WinSCP and rerun it. You will never be able to get the dialog visible again otherwise. If you have files transferring there is no way to know if they are complete or not. It is a HUGE pain.
I hope all this information helps you resolve this....
Thank you for taking the time to read this and thank you in advance for addressing this!