On most of the MS SQL servers that I use I don't have admin / sa privileges. Sometimes I have a long running query that I want to stop. If I press the stop button, the kill command is sent to the server. I get a permission denied error for that and HeidiSQL throws an exception (I can attach it if you want). The problem is that from then on HeidiSQL is very unstable and a lot of actions cause exceptions. I'm also unable to close that tab, because HeidiSQL says a query is currently running.
I suspect a proper absorption of any exceptions thrown by the kill command would solve it.