There is a huge misconception about To page anchor. Most users make a confusion between anchoring and positioning a frame. Frames are attached to some Writer “object” and always follow this object when text reflow moves the object. The anchor object defines inside which page the frame will appear. Then the frame can be positioned anywhere in this page (except, of course, when anchor mode is As character where the frame is considered a glyph by itself and is “integrated” into the text).
Leaving aside As character which creates a character, the properties are as follows:
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To character: the frame is attached to the character and will appear in the page the character belongs to
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To paragraph: the frame is attached to the left side of the first character in the paragraph
A special case of the previous mode, it makes a difference only when the paragraph straddles a page boundary
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To page: the frame is not attached to text but the the “physical” page
The frame remains attached to this page whatever edit you make to text. This can lead to apparently a paradoxical situation (when erasing text) where your frame is preceded by undeletable blank pages because your text is now too short to cover pages up to the anchoring page.
As already mentioned, in any anchoring mode (except As character), the frame can be positioned anywhere in the page. Just alter the Position parameters in the dialog.
use
To page is very special and should be reserved for DTP-like documents where pages are meaningful.
In your case, the frame was anchored in some subdocument page. This page belongs in the subdocument only. When the master is flown, new pages are allocated in the master which obviously are not those of the sub-document. According to the rules above, the frame will not show.