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I was creating, by error, 2 instances of my obj_display which involves the handling of fullscreen, application_surface_draw_enable, post_draw surface draw, etc...
I really don't know where the conflict was but removing one fixed the problem.
I can also add this:
var cw = camera_get_view_width(global.Camera);
var ch = camera_get_view_height(global.Camera);
Hud_Surface = surface_create(cw, ch);
Sometimes, cw and ch returned -1 which causes errors too.