After running and reviewing this page, I believe I have determined the solution to this problem.PowerCfg /q
There appear to be many power settings that just don't show up in my advanced power options window. One is Sleep → System unattended sleep timeout. To make it visible, I opened regedit.exe and found this key:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Power\PowerSettings\238C9FA8-0AAD-41ED-83F4-97BE242C8F20\7bc4a2f9-d8fc-4469-b07b-33eb785aaca0
Set its Attributes DWORD value to 2. This will make it show up in your advanced settings. Go there and configure it to be zero minutes if you don't want it to sleep when you lock your screen.
The display timeout on the lock screen is under in Power Options advanced settings. The setting is hidden by default and can be enabled in the registry.Console lock display off timeout
Open the Registry Editor by clicking start and type .regedit
Navigate to . Double-click HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Power\PowerSettings\7516b95f-f776-4464-8c53-06167f40cc99\8EC4B3A5-6868-48c2-BE75-4F3044BE88A7 and change the value data from Attributes to 1.2

Click start and type , open it then click edit power plan.Change advanced power settings
Expand then you should be able to see the Display setting.Console lock display off time-out

Change this to whatever suits you. 0 for never.
You can download and run this little program: No Sleep
Get it from here
No Sleep - Cnet
No Sleep - Apponic
It moves your mouse once a minute by one pixel. Thus it prevents your windows from going to sleep mode.
The issue is most likely with the graphics driver. Whenever a single monitor is disconnected from a multimonitor setup in Windows, Windows will attempt to move everything from that screen onto the remaining screen(s). Usually, this will not occur when suspending/hibernating/shutting down the computer. Thus, it is probably because of the graphics driver doing one of the following:
Check to see if there is an update to your graphics driver by going to the chipset manufacturer's website.