The client itself only uses the official API, and is perfectly safe to use. Playback clients like librespot clearly state that they are "probably forbidden" in their readmes however, so that may be different.
Only devices exposing to the Web API, and logged in with the same account, are currently supported. If you know that a device you're trying to use is exposed, please open an issue with more details.
Haven't noticed any issues like that under Windows, so please open an issue with more details. You can also try either enabling a native window handle from "Settings > Interface > General > Use native window", or enable a native window frame from "Settings > Interface > Title bar > Disable Application title bar".
I'll also see if I can implement something like that!
It relies on a separate client for playback, which can be an open source client like librespot/spotifyd, or an official client. It's also mostly older systems using the older, deprecated, playback client that aren't compatible with the Web API afaik.
The snap is mostly a leftover from before AppImage builds were available, as that was the easiest way for me to package binaries at first. AppImage is now the preferred way to run the application on distros that don't have packages from their native package manager. I'll make sure to update the readme!