I don't really see how this could work correctly in a multithreaded application.

It just stops collecting of data from Tracy calls for whole application, so it works fine.

For example, there is 4-threaded OpenMP application, which I'm using for testing:

Client does not get Tracy events and therefore it is just a long bar comes after TracySuspend call. When TracyResume was called, Tracy works as before.

P.S. I still did not get why main thread does not have OpenMP sections :(

It just stops collecting of data from Tracy calls for whole application, so it works fine.

This is exactly why it won't work fine.

T1: suspend profiling
T2: enter zone, ignore event
T1: resume profiling
T2: leave zone, send event

At this point the state on client and server is desynchronized and things can't work properly.

Yep, that is true. Luckily, some applications (mostly, HPC) use control-flow thread only on which suspending/resuming can happen.
So,
T1: suspends profiling
T1: spawns T2-Tn
T1-Tn: do collective work
T1-Tn: may enter and exit from zones (according to zone scope rules)
T2-Tn: die (actually, just sleeping)
T1: resumes profiling

If one will add some unique info about zones that would be unique for each zone (even the same in cycle), it will be possible to improve understanding by GUI app, that zone was created in suspend mode, but exited in resumed. Unfortunately, it will not help, if zone was created in resumed mode and ended in suspended.

It seems to me like what you are looking for here is the active parameter in the macros.

active is not a solution, since it still produces a lot of data (mostly from callstacks, I think).

Callstack collection should be paused when on demand mode is used and no connection is established. You should be able to extend this to you use case.

These is an example how I'm using Tracy on HPC cluster. It would be a bit hard to detect a right time when to start data collection (more specifically, start tracy-capture) and when to stop for avoiding out-of-memory errors from logs of application. I think I can start tracy-capture from my app for debugging itself :-)