Ignoring the Qt specific aspects of integrating a 3rd party library for just a moment, I would like to ask - are you implicitly or explicitly linking these DLLs into your application?
Implicitly linking means (in case you don't know) means your code links with a *.lib that makes yours application need the DLL in order to run but also means you don't have to locate the functions you want to use in the DLL when your code runs. This is most likely the way you plan to use these DLLs.
Explicitly linking means you don't do anything with the DLL until your application starts up - at that point your application code manually loads the DLL into its process space and your application code looks up the actual functions you want to use in the DLL. This is a very flexible way to use DLLs but you're probably not doing this.
thread = new QThread(this);
IIRC, these lines are doing more than you think they do. thread's parent is your object, then you move your MyObject instance to thread, so all objects who are child of your MyObject instance are moved the thread. So thread will be moved to itself.
All in all, you should rather have thread in your main as a stack object
You can't load Qt dlls when you want to simply because they are linked to your program and need to be resolved at startup. That's just how it works. If you were to load Qt dlls when you wanted (e.g. using QLibrary) you would have to also manually resolve addresses of all functions and classes. It's possible but just impractical at this scale.
But here are two ideas what you could do:
One way would be to split the app in two. First one would be the loader (the dialog) and it would use QProcess to start the main app when it finishes its work. Handy for updating the main app too as it's a separate file.
The other idea would be to make your main app a shared library and load it dynamically with QLibrary at the right time. Same benefit as above except an exe and a library instead of two exes.
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