When embedded into another window, dmenu will fail with the BadMatch
error if that window have not the same colormap/depth/visual as the
root window.
That happens because dmenu inherits the colormap/depth/visual from
its parent, but draws on a pixmap created based on the root window
using a GC created for the root window (see drw.c). A BadMatch will
occur when copying the content of the pixmap into dmenu's window.
A solution is to create dmenu's window inside root and then reparent
it if embeded.
See this mail[1] on ports@openbsd.org mailing list for context.
[1]: https://marc.info/?l=openbsd-ports&m=168072150814664&w=2