Hi Thanks for trying to help. My response to your assumptions is below.

"Zorro tries to close a trade which has been already closed manually".... MT5 appears to be closing the trade first as the stop has been transmitted to the MT5 terminal and its faster than Zorro....

"If this is the actual case and Sunbuddy is running a single(!) asset strategy,"...mmm, I didn't make up the problem for my own enjoyment I can assure you.... It is the martingale strategy straight out of the box so nothing fancy except I changed the bars to 1 minute to see if this software was still full of bugs like it was many years ago when I last tried it. This time I'm persisting....for a while....