They are breakpoints. normally created in Script Debugger.
Run to Breakpoint — Runs all script steps, without pausing, until reaching a breakpoint or pause, which you can enter either in this dialog or in a script’s definition, if you’re using Developer. A breakpoint can be inserted by using the Set/Clear Breakpoint button in this dialog or by clicking in the gray area to the left of the script step in this dialog or in the script’s definition (there’s a gray area there, too). Breakpoints can be cleared from a script step by clicking the red breakpoint again.