It sounds very annoying indeed.
OS X does not always remember the spaces setups very well. There are a number of threads about this in the forum here.
You may want to check this post Loosing layout after restart (Yosemite) - it might help.
I can also recommend you try my Display Spaces Manager app - you can find it here:
http://downloads.binaryage.com/DisplaySpacesManager-1.0.3.zip
It can record a spaces configuration (meaning which monitor spaces are on), and will try to move the spaces back to that configuration when you re-activate a configuration.
Let me know if it helps at all.