You were right that I was loading new windows as "about:blank" -- indeed, before the secondary window displays the URL, it shows "about:blank". I can't, though, get this to change for the problem site.
I've tried specifying my home page, "current page" and a different URL for new windows, and that works if I choose File>New Layer -- but the second HSBC sign-on window *still* opens with a highlighted "about:blank" before switching to
https://www.ebank.hsbc.co.uk/logonindex.jsp -- that is, it's behaving differently from standard new windows.
Some additional info which may (or may not -- I dunno!) be pertinent:
The problem appears to relate *solely* to that secondary log-on window: once one leaves it for "Window 3" -- the bank account "session" screen -- the address bar does not claim focus.
On my business bank account -- with the same bank -- one logs on with a user name and password, reaching an intermediate page which lists the accounts. When one clicks on one of thoseaacounts, a behind-the-scenes validation occurs with a bank-issued digital security certificate that I've imported into K-Meleon. (In other words, the "secondary log-on screen" is handled invisibly.)
On the next screen -- the equivalent of the "Window 3" bank account "session" windodw -- I still see "about:blank" in the address bar while it logs on to the session window, but not highlighted (and so doesn't claim focus.)
HTH to narrow things down.