Ok, I apologize because I seem unable to reproduce atm.

That is what you get for building everything on the fly for each session

I was convinced yesterday that I was able to 100% reproduce (even created some other test projects with same results) so all I had to do was to repeat the steps I took yesterday. Apparently I forgot to do them all because as persistent as the asm window popped up yesterday, as persistent is it today for not popping up /et all/.
I'm very sorry for having wasted your time martin_fr

Nonetheless, some answers on questions that you asked (might perhaps be helpful in case the issue creeps up again).
If you close the asm window, will it pop up again?
I did not close the window but pushed it to the background. Next 'step over' popped it up to front again.
Anchordocking, yes or no?
No, it was a pretty pristine lazarus install except for me having played a little with the layout of the IDE ((re)moving toolbars, changing colors etc -> experimenting with a minimal desktop) and having installed bgrabitmap package with OPM.
Also could you start your ide with
Oh, that is an interesting line with all those DBG_xxxx options. I have incorporated it into my build-script. Thank you for having mentioned that.
Do you have any symbolic or fixed links to any of your files?
One symbolic link named fpc, pointing directly (and only pointing) to fpc.sh.
fpc.sh script is custom, containing lots of bash but does not use hard-coded paths/files except for one environment variable pointing to the fpc root dir (home/apps/fpc) in which the different versions of fpc are located.
No symlinks or other dependencies unless the build process (fpc/laz) added them (automatically for me)).
Does any of your file exist in 2 folders, so FPC and the IDE could see a diff path?
Not that I am aware of and/or deliberately/willingly (e.g. if it is then it is without my knowledge -> log files does not seem to indicate that that situation is encountered).
Btw, someone has the exact opposite issue...
Yeah, I've read that (intriguing) post as well. Well for the part of having opposite experience.