I want to prevent my desktop application from being maximized. It should not become maximized by any means - by double clicking on title bar, or by clicking Windows + Up arr
You can try to RegisterHotKey Win+Up if your window or application is activated and unregister this hot key if it is deactivated. You must catch the hotkey and return appropriate value to prevent further processing.
Look at WM_ACTIVATEAPP, WM_ACTIVATE and WM_NCACTIVATE. The first can be used if you want to disable the Win+UP for all your windows.