C# SDL2 Panel control wrapping SDL2 window. Based on this snippet: https://gist.github.com/flibitijibibo/cf282bfccc1eaeb47550.

SDL2Panel.cs

using SDL2;
using System;
using System.ComponentModel;
using System.Runtime.InteropServices;
using System.Windows.Forms;

namespace DesktopApp1
{
    class SDL2Panel : Panel
    {
        #region WinAPI Entry Points

        [DllImport("user32.dll")]
        private static extern IntPtr SetWindowPos(
            IntPtr handle,
            IntPtr handleAfter,
            int x,
            int y,
            int cx,
            int cy,
            uint flags
        );
        [DllImport("user32.dll", SetLastError = true)]
        public static extern bool MoveWindow(IntPtr hWnd, int X, int Y, int nWidth, int nHeight, bool bRepaint);
        [DllImport("user32.dll")]
        private static extern IntPtr SetParent(IntPtr child, IntPtr newParent);
        [DllImport("user32.dll")]
        private static extern IntPtr ShowWindow(IntPtr handle, int command);

        #endregion

        #region Private Variables

        private IntPtr glContext;
        private delegate void Viewport(int x, int y, int width, int height);
        private delegate void ClearColor(float r, float g, float b, float a);
        private delegate void Clear(uint flags);
        private Viewport glViewport;
        private ClearColor glClearColor;
        private Clear glClear;

        #endregion

        #region Private SDL2 Window/Control Handles

        private IntPtr gameWindow;
        private IntPtr winHandle;

        #endregion

        private bool InDesignerMode
        {
            get
            {
                return LicenseManager.UsageMode == LicenseUsageMode.Designtime || DesignMode;
            }
        }

        private void InitializeSDLWindow()
        {
            if (!InDesignerMode)
            {
                SDL.SDL_Init(SDL.SDL_INIT_VIDEO);
                gameWindow = SDL.SDL_CreateWindow(
                    String.Empty,
                    0,
                    0,
                    Size.Width,
                    Size.Height,
                    SDL.SDL_WindowFlags.SDL_WINDOW_BORDERLESS | SDL.SDL_WindowFlags.SDL_WINDOW_OPENGL// | SDL.SDL_WindowFlags.SDL_WINDOW_RESIZABLE
                );
                glContext = SDL.SDL_GL_CreateContext(gameWindow);
                glViewport = (Viewport)Marshal.GetDelegateForFunctionPointer(
                    SDL.SDL_GL_GetProcAddress("glViewport"),
                    typeof(Viewport)
                );
                glClearColor = (ClearColor)Marshal.GetDelegateForFunctionPointer(
                    SDL.SDL_GL_GetProcAddress("glClearColor"),
                    typeof(ClearColor)
                );
                glClear = (Clear)Marshal.GetDelegateForFunctionPointer(
                    SDL.SDL_GL_GetProcAddress("glClear"),
                    typeof(Clear)
                );
                glViewport(0, 0, Size.Width, Size.Height);
                glClearColor(1.0f, 0.0f, 0.0f, 1.0f);
                glClear(0x4000);
                SDL.SDL_GL_SwapWindow(gameWindow);

                // Get the Win32 HWND from the SDL2 window
                SDL.SDL_SysWMinfo info = new SDL.SDL_SysWMinfo();
                SDL.SDL_GetWindowWMInfo(gameWindow, ref info);
                winHandle = info.info.win.window;

                // Move the SDL2 window to 0, 0
                SetWindowPos(
                    winHandle,
                    Handle,
                    0,
                    0,
                    0,
                    0,
                    0x0401 // NOSIZE | SHOWWINDOW
                );

                // Attach the SDL2 window to the panel
                SetParent(winHandle, Handle);
                ShowWindow(winHandle, 1); // SHOWNORMAL
            }
        }

        private void SDL2Panel_Resize1(object sender, EventArgs e)
        {
            throw new NotImplementedException();
        }

        public SDL2Panel()
        {
            HandleDestroyed += SDL2Panel_HandleDestroyed;
            Resize += SDL2Panel_Resize;

            InitializeSDLWindow();
        }

        public void ReandomColor()
        {
            var random = new Random();

            glClearColor(
                (float)random.NextDouble(),
                (float)random.NextDouble(),
                (float)random.NextDouble(),
                1.0f
            );
            glClear(0x4000); // GL_COLOR_BUFFER_BIT
            SDL.SDL_GL_SwapWindow(gameWindow);
        }

        private void SDL2Panel_Resize(object sender, EventArgs e)
        {
            if (!InDesignerMode)
            {
                SDL.SDL_SetWindowSize(gameWindow, Size.Width, Size.Height);
                MoveWindow(winHandle, 0, 0, Size.Width, Size.Height, true);

                glViewport(0, 0, Size.Width, Size.Height);
                glClear(0x4000); // GL_COLOR_BUFFER_BIT
                SDL.SDL_GL_SwapWindow(gameWindow);
            }
        }

        private void SDL2Panel_HandleDestroyed(object sender, EventArgs e)
        {
            if (!InDesignerMode)
            {
                glClear = null;
                glClearColor = null;
                glViewport = null;
                SetParent(winHandle, IntPtr.Zero);
                SDL.SDL_GL_DeleteContext(glContext);
                glContext = IntPtr.Zero;
                SDL.SDL_DestroyWindow(gameWindow);
                gameWindow = IntPtr.Zero;
                SDL.SDL_Quit();
            }
        }
    }
}