I missed a step in my steps to reproduce. You need to maximize the first ToolWindow, and then it reproduced.
So it goes like that:
1. Run application with RadDocking control which contains 3 panes. Place the app in the screen #1.
2. Drag out one pane and drop it in screen #2.
3. Maximize the ToolWindow you just created.
4. Drag out another pane and drop it into the the first pane we already dragged out (So they will share equal space). In other words, drop it into the new ToolWindow from step 2.
5. Now, from this ToolWindow whice contains 2 panes, drag out the right pane.
You can reproduce that here:
In "Docking" folder you got example project which called "RestoreFocusOnStateChanged".
The dlls in the example are old, but I'm working with DLLs of Q1 2015 and it still happens...