Vim plugin for easy window navigation
As requested on vi.SE, here is my little view.
First, I see a great quality in most patterns you have used: autoload plugin, plug-mappings, and so on. Good work!
If I really had to nit-pick, it would be that:

I find l: prefix to be cumbersome and useless in many situations
I like to annotate my functions with abort in order to simplify error messages in case I'd introduce errors in future versions. abort should have been the default, but unfortunately, this is not the case.
&quot;\&lt;Esc&gt;&quot; and &quot;\&lt;ESC&gt;&quot; and &quot;\&lt;eSc&gt;&quot; are the same character, using a case-insensitive comparator doesn't really make any sense. !=# would make more sense. I have an old habit, personally I simply use != ^^'

Regarding your question regarding finally, it could make sense to make sure to reset the highlighting used with :echo in case make_status_line() could fail. I don't see any other place where it could make sense.
Regarding catch around &lt;c-w&gt; + {key}, it would depend on the user experience you want to provide. Use your plugin for some time, make some mistakes, and see how you'd like to see your plugin react.
Regarding the highlight color, in my plugin I use StatusLineNC as it's similar to what :substitute/pat/txt/c seems to use. In another plugin, I use Question.

Do you think it could be useful?

Well. I know I could do without it. And yet a few times, I've been bothered by the number of times I had to hit &lt;c-w&gt;&lt;down&gt;. In the end I use the mouse. So... Why not. I'd have to make sure though that I never use &lt;c-w&gt; in a non-nore mapping.