I have been looking for a solution to this problem for quite a while now and just found out (pretty much by accident) that there is a GUI wrapper for Neovim, which has support for independent windows for the same instance!

https://github.com/yatli/fvim

You can detach a window into an external OS window with <kbd>Ctrl</kbd>+<kbd>w</kbd> <kbd>g</kbd> <kbd>e</kbd>.

Unfortunately I have discovered that it doesn't really play well with some plugins, so I don't use it at the moment. It might be worth keeping an eye on the following list to see if any of the other GUI wrappers implement a similar feature: https://github.com/topics/neovim-guis

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_Edit:_ I have just found some more approaches towards a solution to the same problem:
- https://github.com/codeape2/vim-multiple-monitors
- https://github.com/glacambre/nwin