Thank you for your post.
I am unable to replicate the issue with FileMaker Pro 14.0.1 under Mac OS X 10.10.3. Here are the steps I took:
1. With the Script Debugger open, I executed a script.
2. I stepped through the script for a few lines.
3. I clicked the red dot to close the Script Debugger (and the window closed). As documented, the script finishes.
4. In my script, I turned off Set Error Capture, so when it comes to a Find with no records, a dialog appears.
5. With the Script Debugger open again, I ran the script, stepped through a few lines (before the error) and closed the window. The dialog window displayed that no records were found. No Script Debugger. I then canceled out of the script.
Let me know what I'm doing differently than you so I can replicate the issue.
Sorry I haven't responded earlier--I was out of town.
As troubleshooting step, I restarted my Mac and the problem hasn't reappeared since, so I'm not sure if that was indeed the fix or cosmic rays had a hand in things. If the problem happens again I'll make a .gif of it and will reopen the issue here.
Still, as a suggestion, the script line markers should go back to being red--it made it _much_ easier to find marked lines of code.
Thanks for your patience!