Thanks for the info, DownInFront. At first I was unable to reproduce this on a fresh install of SE 13.0.2 -- no errors, worked fine for me.
To make a long story short, I eventually realized (thank you Occam's Razor) that what must be going on is that _AllocColor() must require a window to be active before it can be called, although the Slick-C document does not mention this. So I tried starting SE with no files open (a very important detail in your case!), and using the Macro->Load Module command while no files are open. Sure enough, that reproduces the problem. I don't think it's very common to load a module when there are no files open in the editor. But it's a good case to test for, and I'll try to keep it in mind in the future. Ok, so now I can ponder how to go about working around this issue. I'm about to start my holiday vacation, so there may not be a fix for the reported issue for a couple weeks.
In the meantime:
1. Open the CodeMarkup.e file itself in the editor.
2. Press Alt+F12 to load the current file's module (assuming you are using CUA emulation).