Windows App in Win32 with multiple menu bars?

I am working on designing a relatively heavy app for windows that will work in multiple windows (each can be in docked/undocked modes).

So far, the development of the app has been done in the Win32 framework but it feels like that the look of the app cannot be modernized further than a certain limit.

We, specifically have a problem adding menu items to children windows when they are in docked mode. They can have the menu items but they will look weird with a blue windows-XP style frame when they become children in docked mode.

Is there a way to remove this blue frame and also close, maximize/minimize buttons but keep the menubar for children's windows in Win32 API?

This is the minimal code of how I am making a window a child window:

ShowWindow(hParentWindow, SW_SHOWNORMAL);
SetParent(hChildWindow, hParentWindow);
MoveWindow(hChildWindow, 0, 0, width2, length2, true); //Moving Child window inside the parent        
RedrawWindow(hChildWindow, nullptr, nullptr, RDW_INVALIDATE);
ShowWindow(hChildWindow, SW_SHOWNORMAL);

This way I will have the menu bar in the child window but it will also have the blueish frame and close maximize that I dont want. If I change the style of the child window with the following code, it will no longer have the bluish frame but it will also lose its menubar:

SetWindowLong(hChildWindow, GWL_STYLE,  CHILD_STYLES);