this is the most annoying thing i find about big sur. there is no update or fix about this. however, here is the workaround i follow now. 1) When the windows disappear, while still connected to your external monitor, close your macbook pro. 2) The "hidden" windows will now appear in the external monitor. Now open the macbook pro display 3) The windows will now move back to the macbook pro display. 4) Now move them one by one back to your external monitor. I know this is stupid and a trillion dollar company having such a low quality resources. This is a regression issue and if I were the engineering manager I would have fired their QA team already!