Can I make Tilda (or any window for that matter) close on lose focus?
I like Tilda better than Guake but I like the close on lose focus of Guake setting.
Is there a Compiz setting I've forgotten about?
Or something else?
There's no such setting in Tilda, AFAIK. You could hack similar behaviour using Compiz Widget Layer by specifying terminal window as "Widget Window". Or you could check for another alternatives. For example Stjerm supports "autohide" and is very lightweight. Two cons here: