Quite a thread, for such a simple question!
My main issue is that my application is a little schizophrenic:
Within the main window's client area, it is a simulation of how it would run on the embedded device, with a corresponding style.
Outside that (the menu bar, dialogs that are only used on the PC), it should look and behave like a good desktop application.
I need the style that is used on the embedded device to properly test the configuration on the PC. On the other hand, I need the dialogs and menus to at least work in the PC. Setting the style manually on the widgets that should have the "PC style" sounded like the best approach.
However, I have found out that my main troubles did not come from the style at all...it came from the palette. Somehow, I implicitly assumed that the palette would be part of the style. It is not.
So I could solve most of my troubles by copying the palette before changing it, and setting that palette on the "PC widgets". Fortunately, a palette can be copied easily.
Thanks all for discussing and making suggestions!