The phase changes of gypsum were considered to be sufficiently understood for a long time. However, due to the increasing importance of gypsum recalcination (connected with the planned closure of thermal power plants resulting in a lack of FGD gypsum) and new detailed research associated with it, gaps in the current knowledge have been discovered. This paper clarifies phenomena occurring during the production of gypsum binder, anhydrite, and potentially eco-friendly calcium sulfate-based ceramics at 22–1300 °C by in-situ XRD, thermal analysis, and SEM. It was found that undesirable insoluble anhydrite II arises even in the temperature range from 40 to 90 °C despite the current state-of-the-art. New knowledge about the existence of the individual phases, microstructure (cracking of crystals; fragmentation and sintering of anhydrite AII at temperatures above 700 °C when a ceramic-like material is formed), and their external consequences (changes in moisture and heat transport properties) has been gained.