Hi Vitaly,
I understand you are seeing the normal corrplot output appearing in the bottom right corner of your figure window. In recent versions of matlab, corrplot was adjusted to plot onto whatever axis was selected as the current axis (this was done for app development reasons). Unfortunately, this created a bug in which successive calls to corrplot would result in the output being plotted in the bottom right corner of the figure window, as that corner is where the last axis was used by the previous corrplot call.
This bug has been fixed and the behavior should not appear in R2020a. In the meantime, the best work around is to close the previous figure window before calling corrplot again.