https://bugs.winehq.org/show_bug.cgi?id=34631
--- Comment #11 from lilydjwg@gmail.com --- I find that these gray shadows are actually a window. They are supposed to appear with the main windows but not aware of multiple desktops of X Window and appear on every desktop. With WeChat I also have a small info window noting about new messages 「↟X条新消息 | x」 appear on every desktop when it's shown.
I can use xwininfo to get the id of the shadow window and use xdotool windowunmap wid to make them disappear (but they'll reappear when I minimize and restore the WeChat window).