I'm having very erratic results with MadVR OSD too. To make the OSD information stick on, all i have to do is enable the OSD, then stop playing the video. The next video I play, the OSD will be enabled but I won't be able to disable it. If the OSD information is stuck on, I can fix it with the following procedure:
1. Go to the MadVR settings by right clicking the video player and selecting direct show filters.
2. Select MadVR.
3. Uncheck the use only if media player has keyboard focus.
At this point, I can disable the OSD with ctrl-j because I am still in the MadVR settings window. But, I can also re-check the use only if media player has keyboard focus check box, click OK, and then successfully toggle the OSD on and off using ctrl-j from the media player. If I stop the media player with ctrl-s and start another video, the OSD will be stuck on (or off) again. If the OSD is either stuck on or stuck off, the above procedure will fix it. Note that letting MadVR have exclusive mode does not change the behavior in my test setup.
I have J River running on several computers in the house so I decided to try it on the same computer I am using right now. On this computer, the ctrl-j functionality behaved as expected in all test cases. If the media player had focus, ctrl-j faithfully toggled the OSD statistics. The 2 computers in question have very similar hardware except that the one that has the problem is connected to a flat panel TV through an AV Receiver via HDMI. The computer that works correctly is connected to a normal monitor via DVI. Not sure if that's the difference that's causing the problem but I bet most if not all the developers test with a normal monitor connected via DVI.
In light of the above test results, I decided to create a new library on the HTPC and test that. I figured that maybe there was something in the library causing the problem because the 2 computers under test have very similar hardware. But, the behavior was the same with the new library. Any time I closed the media player, the OSD statistics were stuck on or off depending on the state when I closed the media player and I could un-stick them with the above procedure.