This is a bug reported here three days ago:
Audio / Sound reverts to HDMI when power event occurs
PulseAudio reverts the sound to HDMI all the time when a HDMI related
power event occurs. That means, although I have set another USB sound
device plugged in and set as default under sound settings, when an
application like Kodi or the system shuts off ...
The Link's fine print says only Windows supports the Multi-Stream Transport (MST) required to daisy chain two monitors. As such I suspect that is why monitors are mirrored.
Check with vendor perhaps there is a work around or it's not too late to return it and get your eighty bucks back.