I get why you would prefere the 2 zones, but I am wondering (never used the 'show desktop' before). If you would use the external component and use a command line to show the desktop (if there is any), won't you be running desktop inside a kind of sandbox. So you would run the desktop inside the player? If that is the case, I think you might very well encounter some problems in the future:
1. When the player crashes, your desktop crashes. You will ofcourse enter the 'real' dekstop, but will you be able to continue what you were doing?
2. The desktop plays inside the player, so perhaps you will get some compatibility issues (like not able to start some software)
I don't know if you also manage the player from this very same desktop, but if so, you will be managing the player from inside the player

!
Aside from the above, are you able to start explorer.exe using the external app component? Than maybe you are able to use a command line for the shortcut 'show desktop', like when you press Windowsbutton + D. I have no idea if it would work, but it might be worth a try.