Why the child window is not display when parent window is on fullscreen mode?

I have an app that has a main window and a child window to show something. When the parent window is in full-screen mode and I try to create a child window, it successfully gets created, but I can't see it on the app screen. BUT, if I capture the desktop screen by press PrtScn key or if I move the mouse on the app icon on the taskbar to see the mini-app screen, I could see that child window.

Please see this image for more visualize enter image description here

The parent window is created with

WS_CLIPCHILDREN | WS_CLIPSIBLINGS | WS_OVERLAPPEDWINDOW | SW_MAXIMIZE

and the child window is created with

WS_CHILD | WS_VISIBLE | WS_BORDER

The child window is already set to HWND_TOP.

I have created a simple test app with the same logic but everything is working as well on this test app.

I don't know why it happens on my app. Another note is that the parent and child windows are created on different threads. Maybe that could affect it?

Does anyone have experience with this? Or any idea about why it happens?

Here is the full-screen code for parent window:

//show full-screen
        MONITORINFO mi = { sizeof(mi) };
        if (GetWindowPlacement(hWnd, &g_wpPrev) && GetMonitorInfo(MonitorFromWindow(hWnd, MONITOR_DEFAULTTOPRIMARY), &mi))
        {
            SetWindowLong(hWnd, GWL_STYLE, dwStyle & ~WS_OVERLAPPEDWINDOW);
            SetWindowPos(hWnd, NULL,
                mi.rcMonitor.left, mi.rcMonitor.top,
                mi.rcMonitor.right - mi.rcMonitor.left,
                mi.rcMonitor.bottom - mi.rcMonitor.top,
                SWP_FRAMECHANGED);
        }