Still no one from Microsoft who's been able to reproduce this?
I'm kind of surprised since quite a number of people have this problem.
To sum it up, this is all the threads I have found by now with the same issue:
http://www.eightforums.com/general-support/41987-shortcut-arrows-randomly-disappear.html
http://www.eightforums.com/general-support/43335-shortcut-overlay-not-loading-automatically.html
Not to mention the people here in this thread who reported the same problem.