OK, further tests show that if these device panes (for example the VST connections window and the mix consoles) are set to “always on top” then selecting them from the devices menu (or pressing the associated key command) will toggle the visibility of these panes on or off - so that is the behaviour that I expect - so that’s good!
If however the “always on top” is unchecked, then their visibility can be hidden (behaviour I expect) but once hidden, selecting them from the devices menu doesn’t restore them. However, if the “device setup” window is then selected from the devices menu, then the device setup window appears, but also reveals the the missing window. This occurs even if the window is in its own free screen space, uncovered by any other window.
Is this the behaviour you would expect?