SOLUTION
The problem (maybe) is that Windows 8.1 has HIDDEN THE SETTING you need to change! :(
Here's the solution I used for my Sony VAIO Touch Ultrabook.
Control Panel -> Device Manager.
View (menu) choose "Show Hidden Devices"
Network Adapters -> right-click Microsoft Wi-Fi Direct Virtual Adapter.
Properties-> Power Management
Unclick "Allow the computer to turn off this device to save power."
I tried everything else before doing this and it didn't work. I think that this HIDDEN Microsoft Virtual Wi-Fi Adapter was the problem. It appears in all my Windows 8 machines. I don't know yet if this is the absolute solution, but it has worked for me. Please let me know if it works for you.
TSM
This solution candidate sounds really promising - thank you :-)
So I've tried it out and waits to see if I get a WiFi drop/limited again :-S
I've tried about all other propositions in this forum++ that you were so kind to suggest - but sadly didn't work in the long run for me - as well as for a lot of other users :-)
Problem herein now, I guess, is that the postings here represent a lot of "fasle positivs" that are "normal" config problems - that turns out to be repaired by e.g. installing new drivers, resetting WiFi config / setup "just one more time", setting IP manual, resetting IP stack etc.
AND my guess is that there in addition is a really spooky "bug complex", that WAS introduced with 8.1 that I and others are awaiting to be solved.
This could be the fix, so I'm x-ing my fingers that this represents a long lasting solution for me :-)