Why changing MessageBox arguments causes my window to not create?

I changed my code from this:

Render windows desktop while fullscreen application is running

So the problem is that even with a transparent application window, windows “thinks” that the desktop can not be seen when the application is in fullscreen mode.
Which results in the desktop to just be black.

Setting window to WS_POPUP style in winapi doesn’t work correctly

I have a problem when using this:

setting window to popup style in winapi

I have a problem when using