Hi there
The slight delay will simply be a latency thing. What have you tried? What is your audio device? Which driver mode are you using? What latency time is being reported in Preferences? Details of your DAW spec would be nice.
Regarding the other behaviour... At first I thought, "that sounds odd," but then I realised that I personally do not minimise my synth/effect properties window, I actually close it once I have finished tweaking. I have just tried simply minimising a window instead and then closed the project. When I re-open the project, the synth/effect property window appears maximised.
I would suggest, unless anyone else disagrees, that this is normal behaviour and there is no other way of keeping them minimised.
What you could do, however, if you prefer to keep the synth/effect property windows open, is dock them in the multidock. Not all of them will dock, but some of them will, and that way you just select the appropriate multidock tab when you need to play with the synth/effect settings.