@LV,
Unfortunately, I am not getting what you described. Maybe I'm doing something wrong or maybe it is because I don't use the docked IDE ?
Anyway, when I press the Alt key, Lazarus' main window comes to the top. I can see that the url gets underlined for a split second but once the main window has come to the top, the url is no longer highlighted and clicking on it has no effect.
Attached to this post are screenshots of "before pressing alt" and "after pressing alt". Notice that the main window is obscured before pressing Alt, after Alt is pressed then what appears is what is in the second screenshot but, the url is not underlined and clicking on it has no effect.