gud-tooltip-display

gud-tooltip-display is a variable defined in `gud.el'.
Its value is

((eq
  (tooltip-event-buffer gud-tooltip-event)
  (marker-buffer gud-overlay-arrow-position)))

Documentation:
List of forms determining where GUD tooltips are displayed.

Forms in the list are combined with AND. The default is to display
only tooltips in the buffer containing the overlay arrow.

You can customize this variable.