Ok guys, I have the same issue. Sort of. I have 2 external 27” 4K LG monitors connected to a Mac Pro(trash can) via Display Port cables. No usb docks involved, just a straight monitor to mac connection. When I wake up my computer and login, I don’t see any windows or folders/files on my desktop. Both screens are blank, all I see is the wallpaper and the dock. Looking at dock, I can see that my apps are still open and if I open Finder and go to Desktop folder, I see all of my files. I’ve upgraded to Big Sur on day one and have tried many different workarounds for this issue. Here is what I’ve discovered so far. As few people suggested, I’ve tried calibrating the color profiles for external monitors but it didn’t help. Others suggested to update the display link drivers, but that would only work if I had a display link docking station. As I mentioned, my monitors are connected directly to my mac, so display link solution is not for me. This wake up issue is intermittent, sometimes everything is displayed correctly after I login, but most of the time it’s messed up. Every time I log in and see this issue, I have to do one of two things: a) Open System Preference- Displays and then switch scaled resolution back and forth. b) Right click Finder icon while holding Option key. Then click on Relaunch. This restarts the finder. Either one of these methods work and all my files, app, windows reappear on my desktop. This is very annoying and I’ve been doing it for couple of months now. I can’t believe that Apple hasn’t fixed it yet. Everything worked fined under Catalina. Also, I have 2 identical Mac Pros with dual external monitors in different rooms. Both suffered from this issue after upgrading to Big Sur. Last week I was able to find a permanent fix, although it’s not perfect. I went to System Preferences-Mission Control-Unchecked “Displays have separate Spaces”. This fixed the issue permanently. I’ve been logging in and out for over a week and it works 100%. However, I did use separate spaces a lot, so it’s still an inconvenience but it’s manageable now. Let me know what you think or if anyone found a better solution.