I don't know if this will fix the problem or not. This is just a guess. I have an issue with sleep on my computer. Control Panel power options.

What I did is changed the balanced, power saver & high performance put the computer to sleep option to Never. You may have more than 3 power options. Change all put the computer to sleep options to never.

After changing all power options to never sleep, reboot the computer, try the small icon setting & reboot again and see if it stays.

Note, turning off the display options doesn't seem to cause a problem, feel free to set those however you like.