I had such a problem. When Windows sends monitors to sleep state or monitor is powered off, monitors on DisplayPort connections send hot-plug event and are removed from the system. Windows then moves windows and icons onto remaining monitors.
NVIDIA firmware update [0] solved the problem for me. It seems they ditched the naughty part of DisplayPort standard for good and stopped passing hot-plug events to OS.
[0]: https://www.nvidia.com/object/nv-uefi-update-x64.html