A sudden issue made the "New..." window disappear. I used "File" > "New..." again and did not see the window. After moving all panels aside (which cover my internal screen) I discovered two "New..." windows behind them. I could move them to the second screen and also bring either of them to foreground by clicking on one, also I could navigate in both, but both still where partially covered by the panels.
The issue occurred while scrolling through the preset icons. I am not able to reproduce this occurrence.