I would like to see an option to open the miniplayer in a new window independently from the main cider window.

It is how it works in apple music windows client and the benefit IMHO is that the miniplayer can be placed somewhere else and the main window can be minimized then.

I use shortcuts a lot and I miss one to switch to miniplayer (ctrl + shift + m) maybe.

Is this the correct place for feature requests ? If not - where is it ?

You’ll probably have better luck getting in their Discord server and requesting it there.