Given
augroup Dummy
autocmd!
autocmd CmdLineEnter / echom "CmdLineEnter /"
autocmd CmdwinLeave / echom "CmdwinLeave /"
autocmd CmdLineLeave / echom "CmdLineLeave /"
autocmd CmdwinEnter / echom "CmdwinEnter /"
augroup END
I noticed that :messages shows
CmdLineEnter /
CmdwinEnter /
CmdwinLeave /
CmdLineLeave /
whether I enter and exit the command window directly (/Ctrl+FCtrl+CEscape) or from the command line (q/:qEnter).
So I'm tempted to conclude that it's not possible to trigger a CmdwinEnter (resp. CmdlineLeave) right after CmdlineLeave (resp. CmdwinEnter) without triggering CmdlineEnter (resp. CmdwinLeave) first.
Is this correct?