Sorry for the possible confusion, but I can confirm that this is NOT the status window, just looks similar (has same kind of information).
You enabled the option to "Display information on desktop" on the configured screen coordinates.
In this case, the information (which would be displayed in the Status Window) is drawn directly on Windows Desktop on these coordinates.
As it is not really a "window", of course it can't be moved / closed. To "move", you can adjust the X/Y coordinates.
Please disable the "Display information on desktop" option to hide this and then in the main window, click on the 3rd button in the button bar (small blue window showing a hard disk drive) to show the *real* Status Window. It can be moved, closed and should work as expected
> Transparency slider has no effect.
Yes, because it affects the real Status Window only.