I've also had this problem since I upgraded to Windows 8.1, but not in Windows 7.
Now, I think I've found some sort of solution.
I use three custom keyboard layouts created with Microsoft keyboard layout creator and three layouts that are included with Windows. The three layouts that are included always remain while custom layouts always disappear.
Now, there seems to be a bug in Windows 8 that only allows you to create a hot key for the first layout in your language list. Since you have to install a bundled layout first and only then your custom one, this means the short cut for the custom layout will disappear after some time.
The solution I'm experimenting with is to delete the default layout after installing your custom one and then installing it back if you need it. This seems to allow me to use the hot key for my custom layout, but not for the default one.
Here's what my language list looks like:
And the one for hot keys:
Hope this helps.