This does not directly address your question, but I've been looking around for a better Chinese input system for a while as well, and after compiling Chinput (Turbolinux's solution, an old version is available at http://www.opencjk.org/~yumj/project-chinput.html), I ran into a similar problem - everything worked, except the popup window did not show Chinese characters. I tried to change the font settings in /usr/lib/ZWinPro/Chinput.ad, but to no avail. Since I didn't want to spend too much time messing around with no success guaranteed, I settled for xcin. I think the tiny input window (over-the-spot style) confused me a bit, since I only recently found out that the second Pinyin input method suits my needs much better than the ordinary one. You can select it under Big 5 encoding by pressing shift ctrl (after one another, not at once) three times when you have previously selected the usual Pinyin input style (it is located beetween the Zhuyin (注) and Cantonese (粵) input methods). At least, it allows you to write entire phrases and does quite good guessing, but you'll still have to write di2 instead of de to get 的 and zhao2 instead of zhe to get 著 (xcin doesn't seem to support multiple readings for one character). But once I got used to this, I found it quite fast, although it would be nice to have an IME as good as Microsoft's (one of the very few areas Windows still has a real advantage, imho).
Sorry for not being able to help with Yangchun Baixue.
Jan