How to open new Finder window in current space quickly?
Just click on the blank desktop space to activate the Finder and then CMD+n
Something that you could also automate graphically is an Applescript sequence saved as an Applescript Application to your desktop or other location on the filesystem.
Once saved, drag it to you dock next to your Finder icon and select it when you want a new finder window.
tell application "Finder"
activate
make new Finder window
end tell
If opening a new finder window with Command/Apple + n doesn't work, ensure you don't have the Option "Open On ... Space" set for the Finder.