I am also encountering this issue on my version of Windows 8.1.
It happens often when I carry out the following actions:
- Plug in secondary monitor to Laptop (via HDMI).
- Set the secondary monitor to 'Main Display' (done so that applications / games will automatically launch on the (larger) secondary monitor)
- Icons now appear (correctly sorted) on the secondary monitor, as it is now the main display.
- Unplug the secondary monitor.
At this point, the icons will often return to the Laptop screen in an unsorted / jumbled order.
This bug is extremely annoying as it makes it a chore to enjoy plugging and enjoying my larger screen.
I hope Microsoft take notice of this issue and address it with a fix, or at least provide Users with an explanation as to why they cannot do so.