Grey Screen when using CreateDesktop, no taskbar or icon showing - delphi

Question

I'm trying to develop an application that creates a new desktop, and I want this desktop to be usable, like to have icons, taskbar... So to do that, I used the CreateDesktop() function, but the newly created desktop is just a grey screen. Even after executing explorer.exe in that desktop, it doesn't work, there is still a grey screen, like this:
(I also figured, if I try to open a file with that explorer, the file is not open in that new desktop but the old one)
I used this GitHub project, made in C++, and adapted it for Delphi:
https://github.com/MalwareTech/CreateDesktop/
This is my code:
function CreateHiddenDesktop(desktopname : string) : THandle;
var
pi : TProcessInformation;
si : TStartupInfoA;
hidden_Desktop,original_desktop : THandle;
begin
//Creating a new desktop
hidden_Desktop := CreateDesktop('hdtest',nil,nil,0,GENERIC_ALL,nil);
//Saving handle of current desktop
original_desktop := GetThreadDesktop(GetCurrentThreadID());
SetThreadDesktop(hidden_desktop);
//Executing explorer.exe in the new desktop
si := Default(TStartupInfoA);
si.cb := sizeof(si);
si.lpDesktop := 'hdtest';
if not CreateProcessA(
'C:\Windows\System32\explorer.exe',
nil,
nil,
nil,
False,
0,
nil,
nil,
si, //Startup Info
pi //Process Info
) then
MessageBox(0, PChar('error when creating process inside the desktop'), PChar(''), 0);
SetThreadDesktop(original_desktop);
Result := hidden_desktop;
end;
procedure TForm1.FormCreate(Sender: TObject);
var
hidden_Desktop,original_desktop : THandle;
msg : TMSG;
begin
hidden_Desktop := CreateHiddenDesktop('hdtest');
original_desktop := GetThreadDesktop(GetCurrentThreadId());
MessageBox(0, PChar('Entering hidden desktop'), PChar('HVNC'), 0);
SetThreadDesktop(hidden_desktop);
SwitchDesktop(hidden_desktop);
//If the keys CTR + ALT + E are pressed we go back to the original desktop
if RegisterHotKey(0,1,MOD_CONTROL + MOD_ALT + MOD_NOREPEAT,ord('E')) then
begin
while(GetMessage(msg, 0, 0, 0)) do
begin
if msg.message = WM_HOTKEY then
begin
SwitchDesktop(original_desktop);
break;
end;
end;
end;
CloseHandle(hidden_desktop);
end;

Answer 1

So, the solution I found is that, when using SetThreadDesktop(), I needed to create another thread before, because my application had a GUI. But it didn't work until I re-started my computer.
Turned out, it was because the Delphi application was executed as an Admnistrator. When I executed it in the user context, it worked.
I lost several days of my life on this...