Run at startup not working / ignore alt+f4

it's a long while i work on a sidebar software for Windows, and right now it's almost completed.
I need to cure some details.
First of all, the run at startup. I added the executable's correct path to the registry, the program itself sets as current directory the executable location as soon as it starts, in order to find the libraries etcc. Still, without any apparent reason, sometimes it doesn't run upon startup.

Second question - less relevant - can i make it not be considered by alt+f4 when "on focus" like the regular start bar? I already made it be a process and not an app, so it doesn't appear in the taskbar and it's windows are not listed under alt+tab. Still i don't find out how to make it ignore alt+f4 (not blocking the alt+f4 command, it should just jump over it and reach "next" program, if that makes sense).
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(1) Which registry file/folder are you dealing with?
Is it Computer\HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run

sometimes it doesn't run
Are you sure it doesn't run? Or does it sometimes simply crash before you even see it run?

(2) Not sure what you mean. Only one window can be focused at a time, so I don't think you can make Alt+F4 affect another, unfocused window.
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I'm using the same key under HKEY_LOCAL_MACHINE


Why should it "sometimes simply crash" and sometimes not? O.o

(2) alt+f4-ing Explorer Windows only closes focused window, does notclose the taskbar for example, which i guessed would just be a borderless window. And it should be just a process like any other... I'd like it to not affect/be ignored my sidebar the same way.
I guess stuff like stardock's toolbars isn't affected either - can't test since it's paied, i'd never spend money in something i can make alone xD
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I don't know, I'm just saying I've never experienced an program in the Run folder to sometimes not run, so I was thinking of possibly alternative reasons for the perceived behavior.

Sorry I still don't understand (2)... maybe someone else will help. :c
The taskbar is part of explorer.exe
The point 2 is:
Explorer.exe is a process which has many Windows, of which one is the taskbar (at least i'm thinking it is). I don't even know if the taskbar can actually be set on focus. Anyway if you repeteadly alt+f4 until every window is closed, the taskbar will still stay there. Also alt+f4 on an Explorer window which is not the taskbar only closes that specific window, and does not terminate the entire process.
I'd need my sidebar to behave like that taskbar.
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