Project (Win + P) reverts to "PC screen only" when closing the lid

I have a Dell P2419H monitor connected (Mini Display Port to VGA adapter) to a MSI GP63-8RE laptop. The laptop display (display 1) is connected to Intel UHD graphics 630, the external monitor display (display 2) is connected to NVIDIA GeForce GTX 1060. As soon as I close the lid of the laptop, the external monitor switches from "display 2" to "display 1" and I'm getting this awful monitor lag (FPS dropping down). When I press Win + P and choose "Second screen only", it won't keep it and reverts to "PC screen only".
Strange is, that it works ok for a while, but something must interfere and I can't figure out what it is.
Maybe somebody else had this kind of problem and found a workaround or even a fix.
Thanks for any advises.

I found some threads about this problem, user telling it's caused by explorer.exe. So I killed the explorer.exe process and I could close the lid and the external monitor worked without any problems. As soon as I run explorer.exe again, the stuttering problem occurred.
This morning there were two Cumulative Updates for Windows (KB4476976 and KB4481031) and I removed an external USB HDD (ADATA HD650-1T), which permanently was plugged in. Since then everything works fine .... so far. So either Microsoft fixed something or the external HDD was causing this problem. I'll try later to plug in the drive again and see what it does.

This is frustrating: this morning everything is back to as it was. External monitor stutters, as soon as I switch to "Second sreen only", even with the lid open. I can use the external monitor properly only, when I use "Duplicate" or "Extend" and the laptop lid is not closed.

I did that already, now I have the screens extended and the external monitor as main display and wait for updates (Microsoft, Intel, Nvidia).

Next surprise this morning: I'm using a M.2 SSD for the OS and another internal SSD for my data. Now my data drive shows up with an "?" in File Explorer and it can't detect the data on it.
Workaround: Explorer++
Never mind: I did change the drive letter of the data disk and it's still there, just showing the "old" drive letter with a "?" (which I experience the first time in File Explorer).
But there was another odd behaviour a while ago: for no reason Windows changed by itself from "Extended" view to "Second screen only" (until the next restart).