Hi,
In the latest VisualGDB 5.5R4 multiple output windows have been merged in a single VisualGDB Output window (item #7 on the screenshot).
This was done because previously different output windows (e.g. semihosting or gdbserver output) would appear dynamically in front of other windows, depending on the actual output of the underlying program. Now the combined VisualGDB Output window is always shown during debug sessions and will always remember the state/location it had at the end of the previous session.
You can revert back to the old behavior using the Use Combined Output Window setting.