ERROR_BUSY when calling Desktop Duplication API inside DLL from an OpenGL application

Question

When calling a C function inside a DLL from my application, SetThreadDesktop fails. GetLastError() returns Code 170 which translates to:

ERROR_BUSY

170 (0xAA)

The requested resource is in use.

I'm using this example code inside my DLL: https://github.com/bmharper/WindowsDesktopDuplicationSample

Here ist the part which might be wrong (at least in my use case):

    // Get desktop
    HDESK hDesk = OpenInputDesktop(0, FALSE, GENERIC_ALL);
    if (!hDesk)
        return "Failed to open desktop";

    // Attach desktop to this thread (presumably for cases where this is not the main/UI thread)
    bool deskAttached = SetThreadDesktop(hDesk) != 0;
    CloseDesktop(hDesk);
    hDesk = nullptr;
    if (!deskAttached)
        return "Failed to attach recording thread to desktop";

I also tried running from another application where no problem occures and the screen capturing runs fine. The difference here is that no application Window is being used at all. It's a console application. If I understand correctly the problem is that I already have a window. But I don't know what the Desktop Duplication API expects here.