Why can I only have one plug-in window open at a time in Pro Tools?
By default, if you have a plug-in window open and click on another window, the previous window will close. This is useful for keeping the screen cluttered, but if you want to have two windows open, you can display as many windows as you want by simply Shift-clicking the second (or third, or fourth) window while you open it. .
What you are doing by Shift-clicking to open the plug-in window is opening it “without a target.” There is a red button in the upper right corner of the plug-in window (or floating fader window for sends). This is the “Target” button (it used to be round and look like an archery target – hence the name). If the button is red, then it is the target and will close when another plug-in window opens. If you click the target button, it remains open even if you don’t Shift-click to open it.