As the person who first reported it ....
(a) It's still happening. If I repeatedly try the same download - failing to set the path or change the name and hit save before it closes each try - it will quite often work and stay open on generally the 4th attempt, at least since an update a few back.
(b) It's not only when CoApp is set to window. IT IS ALSO HAPPENING WHEN SET TO TAB. I've been having my first session for awhile trying to download quite a few videos from a number of different places this evening, CoApp set back to using TAB not window, and the TABS have been closing themselves after 12 seconds if I haven't finished path and name and hit save by then, JUST LIKE WHEN SET TO WINDOW. It has been really, really frustrating having to try to start each download 4 times before the tab stays open long enough to set directory and sometimes name before hitting save.
When I can summon the energy and focus, I may well go back to one of the external downloaders I used to use before moving to Firefox and discovering VDH some years ago. Hm ... IF I set VDH to use the Firefox downloader, not the CoApp, I wonder if I can get FDM or Eagleget to then intercept the download call from VDH ... so I can still use VDH to capture the download URLs but use them instead of the endlessly infuriating CoApp to do the download.
I actually noticed several people report the same issue before I made my report in my own thread, and I've seen quite a few others since. I don't think you are always recognizing what people are describing when they try to give their own descriptions of this issue, Mig. But it certainly makes my extended use of the CoApp untenable. It's only because I'm disabled, and most of the time can't think clearly enough or focus long enough to find, install and configure new software, or have a long enough computer session to actualy do much downloading that I'm still using the CoApp now.