I found a solution and will answer it here. Hopefully it will be useful for some people.
There is a python function called
unreal.parent_external_window_to_slate()
with this function, you can parent any window to the unreal window. We used it to parent our pipeline (PyQt) Qt widgets to Unreal.
After parenting external windows to Unreal, they will automatically minimize/ maximize and shut down with Unreal. Furthermore they will be displayed above the Unreal window, on which you parented it.
You get the window Id from (PyQt) with the following function:
YourWidget.winId()
Just use the resulting Id as input of the unreal function:
unreal.parent_external_window_to_slate(YourWidget.winId())