I have the same problem. My LG monitor is permanently connected to my MacBook. When my screen is locked and I unlock it using my fingerprint, some windows (e.g., Mail, Finder and Safari) are not visible. For other applications (e.g., Slack) it works. It seems that the applications that were shown on the external monitor because the screen was locked "loose" their position. The ones that were shown on the MacBook display keep their position. I need to use the Magnet tool to move the windows in order to make them visible. This was definitely not he case before upgrading to Big Sur. This new behaviour is quite annoying - in particular if one needs to unlock the screen multiple times a day.