Hi there and thank you for the in-depth writeup
There is at least one bug with Spaces that Apple has acknowledged which specifically affects Yummy FTP. Unfortunately it's up to Apple to fix that.
One other bug I have discovered a work around for which involves Spaces and window layering, where (typically) Finder windows can appear between Yummy's main window and attached drawer window(s).
That said, the 1.8.5 release contains a Lion-specific bug that might cause unusual behaviour too. This is fixed in 1.8.6 beta.
As far as the saved state data is concerned, it's definitely the cause of some strangeness. You can disable auto resume by un-checking the 'Enable auto-resume' checkbox in the Interface panel of the Preferences. This should alleviate most problems.
In addition, I would highly recommend using the latest beta - uncheck 'Ignore betas' in the Software Update panel of the Preferences then save and choose Check For Updates from the Yummy FTP menu.
Note that a newer beta is coming shortly too.
Let me know how you get on!
