Own solutions have this interesting property, they are almost always better than the other ones... 
Joking aside, all I know is that what I wrote worked flawlessly for your initial scenario / screenshot (in which a "main menu" wasn't included). If you add all sorts of additional expectations on the fly while working to perfect it (like expecting to deactivate stuff even if the submenus are opened without being clicked on ... despite the click being the only trigger of a focus/unfocus event, making the expectation illogical), of course you'll end up with things not working at first and call them "bugs".
Regarding the desktop focus, it happens for me too. I'm not entirely what's going on, as the unfocus event seems to happen and all variables seem to be the same as if the focus was lost by clicking outside the skins. But since you already have a solution working as expected, there's no point in trying to fix this.
Good luck with your project! It'll probably be a nice second taskbar, from the looks of it.
P.S. And keep hunting for bugs, don't stop - only good things can come out of it.
