i accidentally tried adding a key-tracker to the dsp chain of s01, which is not possible (because s01 has no keys to track).
try this:
new (empty) send-track. DSP chain. double click the first 3 devices in the DSP list (Bus Compressor, Cabinet Simulator, Chorus) so they get added to the DSP chain. the start of the chain has scrolled out of view. scroll back to the start of the chain. now drag a LFO to the chain, followed by a Key-Tracker. if all goes well, this will be the result:
(note: in this image i did not follow the above instructions, because it happened seemingly at random.)
what happens? Renoise somehow figures it can add the Key-Tracker, and adds a yellow line to indicate future placement. it then realizes it cannot add the Key-Tracker to a Send Track, so it does not add it to the chain. but the yellow line stays there. if you delete all devices, the line remains. it is not until you delete the send-track that it disappears.
edit: it also disappears when you cut the device chain, paste it in a new send track, delete the original send track, then undo it all (probably because you deleted the original send track)