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Check this screengrab out. That little box bottom right that says "adjustment layer" ? That's Premiere Pro. Sitting there on top of my Photoshop window, not moving and unaffected by anything I do in Photoshop. I was able to work on my artwork in Photoshop with that Premiere Pro info box just sitting there on top. Didn't go away until I went back to Premiere Pro, when it simply disappeared.
 
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Whenever there's weird behavior, you could try restarting your computer.
If you still notice weird behavior, then you could reset the preferences for both apps.