>>UPDATE. I think I know where the problem also may lie. I call in the command window do Something with param. I think it's calling the exe rather than main program.
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>> I think it's calling the exe rather than main program
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>I'd be surprised

It was the case. In other words, if you don't add extension like
do myProgram.prg with 'some'

and you have .exe with the same name, then exe is going to be called.

I got bitten by this before, but now it took me a while to realize it was a case here.