For some unknown reason, I was running a project and it crashed for no apparent reason. When I tried to just get access to the geodatabase only, to copy it and paste it on my local drive, Windows Explorer couldn't do it.
I looked closely into the gdb file and for some reason, there are still some *.lock files even though no projects are running and pointing to that geodatabase (remember the project crashed for no apparent reason before).
Thought I would just delete those and try again, but it refuses to be deleted. I tried File Recover next and ArcGIS Pro crashed...twice...
Anyone knows what the heck is going on???
If you want to remove the LOCK files, I recommend using the Compact (Data Management)—ArcGIS Pro | Documentation to do this vs. File Explorer. Then retest your workflow again. Does ArcGIS Pro still crash? If so, then run a How To: Perform an ArcGIS pro Soft Reset
Turns out the issue was not ArcGIS Pro but the hardware we are using here at the office. The software has a locking system as well and it intervene with ArcGIS' locking mechanism. I also uninstalled some unnecessary extensions as Esri recommendation.