You've probably resolved this by now, but thought I'd add in as I had the same trouble and couldn't find a solution via google.
Came across your issues as I suddenly had the same problem with PowerDVD 16. Seemed to occur out of nowhere. Hunted through settings, couldn't find anything, forums weren't helpful
and then....
discovered that the right-click menu (during playback) has an option for "Always on top"!
Never noticed that before, but must have somehow disabled it.
Video playback has now returned to a form of relaxation, as opposed to the annoying frustration of the windows taskbar distracting from my viewing experience.