When I have the preview screens open and i hit apple/tab to bring another open program to the front, the plugin with the 3 preview screen disappears, apple/tab again and it re-appears. Is this supposed to be like this? A lot of times when I am working and I have something open in the background I hit apple/tab to bring it to the front. This is on my Mac, can't test yet to see if it happens on pc too

It is the intended effect and will happen on the PC as well. It is a necessary side-effect of having video as a 'plug-in' instead of part of SSL :-)

So what happens when you want to drag a file from the explorer/finder to one of the video screens? As soon as you switch the focus the video screens disappear...

At present you can't drag items directly from explorer to Video-SL. You can still load videos to the normal SSL decks this way but the only drags that Video-SL accepts are from ScratchLIVE.