I have a Dell XPS 13 Laptop with Windows 10 to the side of my external LG 27" screen. The external screen is plugged in to the DisplayPort socket of a Dell TB16 Dock. Whenever my laptop is unlocked, I have to wait several seconds because it is moving all my windows to the main screen (the laptop screen). When there are lots of windows open I have to move them all back to where they were.
None of my screens are disconnected by me when this happens.
It's starting to get really annoying. It didn't used to do this when the laptop was positioned below the external screen.