....But now for some reason, I can no longer use the arrows at the top to swap between characters if more than one window is open, now we have to open a new one for the next character.
This only true if you open an inventory window that is *not* the window of the character you have selected as leader at that time. If you click on the inventory of the character you have clicked on (golden highlight around picture) as leader, you can still cycle through all the char inventory windows of the other charatcers as before.
Still doesn't make sense, but as long as you remember to start with your leaders inventory window, those clickie arrows still work.