Unmanaged application drawing on top of Monogame's window

Is it possible/recommended to draw to monogame’s window inside of a unmanaged application?

My idea is get the SDL window’s handler Window.Handler, pass the handler to a unmanaged library to draw some stuff there using OpenGL. At first it seems to work fine but for some reason the only drawing command that works is glClearColor, everything else is ignored.

The reason why i wanna do this is that Monogame is very slow at rendering data generated in another application, Snes9X in this case. Snes9X renders to a byte array, converting that array into a texture 60 times per second is very slow. I asked about that a while ago Fastest way to draw an array of bytes - #9 by joao_silva