Right now I am working on the "non|step" theme. But I think this is a general problem.

If a ontop window is over systray/labels/vwm and this element is clicked it gets to the foreground but leaving the other parts of the bar behind the application.
I would like to make the bar appearing to be out of one piece (make it behave similar to the original windows bar).

Does this really happen with labels ?
Which VWM do you use ?

humm, you could put all the stuff in a lsbox. Then, it will react as a normal window. Currently, I think it's the only way to do it...

Either use lsbox or have an OnClick handler that toggles the ontop-ness of every part of the bar twice. (ie, make it all onbottom, then ontop again)

Set your desktop area so windows can't come over your LS Stuff. :p

I use:

systray2.dll: 1.89
Label 1.99
RabidVWM.dll: 1.01 r

DeViLbOi: DesktopArea seems to have only an effect when maximizeing windows or on change. It does not seen to effect AlwaysOnTop-applications (TaskManager, My tv-application, etc.).

You can put your stuff onbottom, since most modules you use have ontop/bottom !bang rc settings. Then you can do:
SystrayOnMouseEnter !WhateverYouWantOnTop
SystrayOnMouseLeave !WhateverYouWantOnBottom