In many places during my code, has been proven a clear anchor tag.

<a> </a>

I have already looked for var_dump, print_r, error_log and the like and could not discover the supply of this empty anchor. It's proven during my header, footer, everywhere. So, o began considering some thing global such as the_content filters or something like that like this.

How do you debug this case?

I discovered the solution here. Indeed, simply because I didn't remember to shut ONE <a> SOMEWHERE within the code, everything was screwed up.

I understand you've already found the way to go, but the best way to debug these HTML problems is usually to push your HTML through the W3C validator. Not your PHP code, actually, however the HTML because it seems whenever you show page source in the browser. It'll goes piles and piles of errors, however the crucial the first is usually easily recognized close to the top. Like a bonus, after this you see the rest of the invalid aspects of your HTML and may clean them also.