delete on" in the load method but now all the records are shown on the screen.
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>After posting the original message I put a "set step on" right after the definitions of all the sets (including set delete on) in the init method. Records shown in the data session grid were all right. I mean deleted records were not there. And after that resuming running of the app records appeared like they always should have appeared.
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>Any idea on that behavior?

Somewhere in between your Load and Init that settings have been changed. Try putting this setting in the breakpoints window and monitor when it is changed.