Using << and an output pipe together in shell (bash)

Consider this code in a bash script:

(Note: No actual indentation is intended - only shown like this for posting)

    someCommand ... << EOF | someOtherCommand
    some data
    for someCommand
    EOF

This should work, right?

In simple cases, it does (seem to) work OK.

However, in the actual real world case, it is more like:

    someCommand -x -y "sjdfhk" and more options \
-g and still more options -Q "another option" << EOF |
/usr/lib/ANotherCommand -x "with option" and "more options"
    some data
    for someCommand
    EOF

This time, two things happen:

When edited with GVIM, everything after the line that ends with | is
highlighted as if it was an unterminated string (that is, in a purple/pink
color) and when the above file is dotted, bash complains about "Syntax
error: Unexpected end of file" - as if it never seems the EOF tag.

In the end, I ended up replacing the " << EOF | ANotherCommand ..." construct with:

    > >(ANotherCommand ...) << EOF

and all is well.  But why?  Should this be necessary?
Yes, I know it is hard to debug this w/o specifics, but I really don't
think the specifics matter; they would be hard to reproduce here.

I just want to know if the basic syntax is valid and/or if there is a
better workaround (better than switching to: > >(...))

--
Many North Koreans believe Kim-il-Sung is an "almighty god" who "created
the world" in seven  days as a divine spirit millions  of years ago, and
came to Earth as a human in 1912 as a messianic figure.