Hi Jos,
Not at all, that's a good question, though I have no answer :)
If I need to create a string at known address I ususally call memory allocation API function and then call the CopyMemory to fill the allocated memory block. Of course it requires extra coding, and freeing memory should not be forgotten. But you always can create a class wrapping all this operations. I bet this information is not a news for you :), just in case.
I think, VFP creators definitely would not give any guarantee where this or that particular variable is stored. The less they want us to mess around with internal lists of pointers.