Summing up:
The repond from Datacolor support wasn't useful at at all. On the contrary the message did NOT answer my actual question (somewhat like the quest above). BTW, what is it with customer supports these days? You ask specific questions and get answers indicating that they didn't read your message and answer something else?
The answer I got was in short that "if I've lost my profile after booting"... To start with I didn't adress that as my problem at all. Anyway, the tip was that I had to un-install my nVidia Control Panel (a lot of config issues around that) as load of graphics replaces the Spyder profiles. Not a tip I jumped to as nVidia Control Panel is a very good and reliable tool to me, handling two screens and a HDMI-connected TV. In addition I knew that this setup worked very well, until the Win10 upgrade last weekend.
The main part of their mail did instead push for the much more expensive software ELITE. So the advice was to un-install an instance that didn't affect the problem as I descibed it, and that I should buy a more expensive product of theirs.
I answered that I hestitate to do that as my conclusion was that something else was the problem, like the OS upgrade that really made a change. My first quest was answered in a few hours, my respond wasnät answered at all in two days. And then I repeated it after one day. I have nothing bad to say about the product, but the response was not a help so to speak. But I got an offer I could refuse ;).
What I did? Followed the advices above before calibrate. Then performed the calibration on both monitors. Both profiles was saved and both loaded at re-boot. Some reference to the profiles was probably lost at the Win10 upgrade, but saved again after a new calibration. Everything works fine (without a lot of work and without any money spend).