Hi Rogelio,
Sorry for the late answer, but I am extremely busy working on the next version 1.8.6 of PixInsight, which is a complex release with many new features.
By floating windows I assume you mean top-level windows, that is, independent controls that are not child windows of PixInsight's main window, such as all process interfaces in PixInsight. In current versions of PixInsight (since 1.8.4), top-level windows are always native controls on all supported platforms. In Qt terms, this means that QWidget::winId() always returns a nonzero integer when invoked for these objects. For top-level windows QWidget is used merely as an abstract interface between the PixInsight core application and the underlying native windowing system. This allows us to implement graphical effects with hardware acceleration, such as translucency and animations, which would be too slow or even impossible with non-native controls.
To capture top-level windows properly in front of PixInsight's main window, the software used should capture the entire desktop, not just PixInsight. This is because top-level windows are actually independent controls that don't depend on other controls. I hope this information helps somewhat. OBS looks great by the way.