I can also reproduce this issue. This is going to be more difficult to solve, but we’ll try. The problem is that there is no SDK in Rhino to allow custom objects to specify their alignment, so Rhino is using the block instance matrix (VisualARQ objects are block instances). Unfortunately, when you unselect an object, Rhino is updating the gumball alignment during the draw operation, and just when this happens, VisualARQ objects are in a special “phantom” mode (required if we want to draw our objects in a different way depending on the viewport), and Rhino cannot compute the alignment.
When I can’t properly select a window inside the wall, I can window-select (pun intended) both of them and deselect the wall. The outcome is that I am left with a selected window, but with undesired gumball alignment.