In earlier versions of HeidiSQL there was a modal window with a text like "executing query..." with cancel button while a long query executes.
After an update (I don't remember version) Heidi just becomes unresponsive in case of long query. There's no way to cancel query (except to open a new window with processlist) or just to watch its process (for ex., I can have many windows and forget what query is executing).
It would be great if Heidi's window will be responding while query execution and will have a cancel button. As an additional feature-request, there can be a timer counting execution time, but this is not very necessary.