This problem drove me absolutely crazy on my macbooks. When i step away from my laptop with external monitor connected, it will go to sleeep and when it wakes up it forgets for a minute that it has a monitor connected, and when it finally realizes it, all the windows are stacked on a MacBook screen, and external monitor is empty. Thankfully I found a “stay” app, that saved me from going completely nuts: https://cordlessdog.com/stay/