JDK tested:
$ java -version
java version "1.8.0_66"
Java(TM) SE Runtime Environment (build 1.8.0_66-b14)
Java HotSpot(TM) Client VM (build 25.66-b14, mixed mode)

IE version : see attached image
Steps to reproduce:
1) Restore sec prompts, High sec level, add http://stt-13.ru.oracle.com/ to ESL
2) Open non-fx applet http://stt-13.ru.oracle.com/gtee/jfc/ and do not press anything on security dialog
3) Open in new tab or in the same(edit URL) http://stt-13.ru.oracle.com/gtee/download_testing and IE hangs very often. I reproduced it several times on my machine with Win 7.
(see fx_applet_hung.png)

Another case:
if you click cansel for fx applet security prompt when non-fx prompt is opened (or visa versa) - IE hangs as well sometimes.
see applet_hung.png