For quite a while (at least 3-4 years) I have had this issue where the Debugger window (palette, whatever) will not consistently re-open where I put it previously (i.e. upper right corner of second display.) The issue is intermittent with no rhyme or reason as to why it occurs. In fact, sometimes it can go weeks with the problem not happening at all.
Although the problem occurs randomly, it functions cyclically...What I mean is, when the Debugger is activated, by macro or menubar, instead of reappearing at the position where it was last closed (upper right corner of screen,) the Debugger window initially appears somewhere near the upper left corner of the second display when it begins its cycle of roaming. Subsequent to this, every time the Debugger is closed and reopened, the window cascades down ~10-20px from wherever it was positioned previously. This happens until the window reaches the bottom of the screen, then it pops to the top of the screen and starts cascading again.
I hacked an AppleScript fix a while ago that forces the Debugger to the upper right corner whenever it starts, but, when it first appears, it still flashes somewhere on the screen before the script puts baby in the corner.
This issue has persisted despite completely removing reinstalling Keyboard Maestro, KM app updates, system updates, clearing caches, direct modifications to plist files (and probably 12 other things,) but nothing seems to tame this beast!