Yeah. I'd really hoped they'd address it finally with Win 10, and while the Win 10 kernel is vastly improved in many ways, they still didn't fix it. And some of these problems have been around for a really, really long time.
Unfortunately I'm stuck, because Apple doesn't offer the level of hardware I need (and what it does offer is insanely marked up), and the software I use doesn't run on Linux. I'm keeping an eye on some software developments though, and I suspect that down the road I'll be willing to completely change what I use in order to move to Linux. But as my setup is heavily based in Ableton, it'll probably be like starting from scratch to design a setup in Linux. Unless the stars align and Ableton releases for Linux in order to compete with Bitwig, but I don't see that happening.
And yeah, it looks like connecting the keyboard must be forcing the SS to reconnect. In the editor for a second it goes back to disconnected then back to connected, as well as the lights. Luckily, it doesn't loose hold of the SS to Bome etc. in the process. I'll need to test having to reset things in the middle of performing though, since I'm unsure how the voodoo dance with work with all my other software running and something is bound to break at some point.