It could be another piece of hardware that prevents whdload from working properly; I admit I don't know much about the details involved, hardware banging I mean. Some interrupt that needs to be suppressed.
But for instance, in my startup-sequence I have lines that
disable graphics cards vblank if I press a key (GetQual). It took me a good while to figure that one out, but now I can put some notes about a game on my monitor and have it stay there while the native video goes to the TV.