>>Being in IDE message(1) returns a correct description of the line executed ; but when we run .exe from Explorer it is either empty or something strange ( couldn't figure out such a line existsthe .
>>.Exe is built with debug checked.
>>
>>Is this expected behaviour ?
>>

Yep; MESSAGE(1) can only return the source when the source is available and debug information is included in the compiled modules. If either is not the case, MESSAGE(1) doesn't give much useful information. It's least helpful where debug information was explicitly excluded and the resulting p-code was encrypted during the build.