You are allowed to use the "n0cut5" cheat code before runs to be able to skip cutscenes on the pc version of the game.

The controller getting disconnected doesn't usually make the windows disconnect sound you'll usually be able to tell by sets of 3 freezes at a time. What controller are you using?

It most likely happened because your controller got disconnected while you had player 2 called in. When that happens you have to drop out with p2 on keyboard and then call back in on controller.