Wow, thanks for jumping in here!

I had a similar thought and just prepared this PR:
https://github.com/getAlby/go/pull/108

I think the dialog might be the better option to display such information?

I also made it so the dialog appears only on the first connection (I assume after you've setup a connection once users will know how it works), but seeing your screenshots I really like this unobtrusive help icon sitting in the header bar there. 🤔