I'm using this in app.open 19r1.1 :

Dim w As AboutWindow
w = New AboutWindow(True)
w.ShowModal

The True constructor just triggers an auto-close timer in AboutWindow. AboutWindow is a modal dialog.

depending on what it is you're doing IF the main event loop never gets a chance to run again because you have busy loops that do not yield you can end up with the window getting created but never actually showing - exactly the symptoms you're saying you have

one way to deal with this is to resort to a pile of DoEvents calls (which I would NOT recommend)
while it might "work" it allows all kind of oddities because of how DoEvents works

another tactic is to move all the loading and such into a thread that uses a timer to periodically update the splash screen and then, when the thread is about to end, again uses a timer to close that window and move on to your main screen
or you could use the TASK example & Class or in 2019r2 the UI update events that got added to the thread

I'm sure there a few different ways to do this, but what I did in one of my projects was the following:

1.) - My App "Default Window" is set to my StartUpWindow (splash screen)
1.b.) - StartUpWindow Implicit Instance = True
2.) - My StartUpWindow does contain a progress indicator that is managed by a Thread.
3.) - In the StartUpWindow, when the Thread.AddUserInterfaceUpdate event is notified that all start up activity is done, then I call MainWindow.Show
3.b.) - MainWindow Implicit Instance=True
4.) - The StartupWindow AddUserInterfaceUpdate Event also fires a Timer to delay a call to Self.Close, so the two Windows overlap slightly.

The above allows me to see the StartupWindow clearly for a couple of seconds, with the progress running, before the MainWindow is opened.

Note: I also use App.SleepCurrentThread(50) in the StartUpWindow Thread to purposely slow down the progress, so the splash screen is not just a quick unreadable flash on the screen.

I hope that helps.

Edited for grammar.

@Dave S Ok... by changing to a Modal Dialog and using Show Modal.... the dialog does now appear

but if IN that window I issue a "SELF.CLOSE".... the program bombs
there is no "timer"... I just place it after all the tasks are completed

I'm just using me.close in the keydown and mousedown events. Try that instead of self.

Why not run the initialization from Splash Window open event (or a single use timer started there if that does not work), and when done show the main window and close the splash window from that code

You may wanna try setting
http://docs.xojo.com/Window.DefaultLocation
To window.mainscreen

It is probably waiting for the app's main window to show first depending on the OS.

@Dave S That IS what I'm trying to do :)
In a few minutes I hope to post a simple demo project showing how/what I am trying to accomplish

No, you are doing the initialization in app open.... I am talking about either putting the code in SplashWindow.Open Or in a single shot timer action event started in SplashWindow.open... thinking about it the latter would likely have the best chance of working. That way the Splash Window would definitely be finished opening

- karen