UT is built to display messages within its own interface. Firing links from it to an outside window might or might not work. This is something we do not support. For example, when opening a new message, specific commands are executed in an invisible frame and so on. So, when opening a new IE instance manually and dragging a message link in it might probably not work because the session is different in this case as per how IE is handling it.

Now, as to know why it worked and not anymore for you as per the 3rd approach you mentioned is something I have no idea about. Maybe a setting is affecting that in IE.