I have a similar issue, and this thread is the closest related one I could find…
I have the same setup as RFBriggs describes, except with multiple contexts selected as the “sidebar selection”. I set Filter Contexts to Active.
However, not all contexts always have tasks within them. When this is the case, the empty contexts still appear in the main window (I would prefer they not show at all), but more importantly the custom Perspective appears to remove said empty contexts from selection, even for future cases when they are no longer empty.
I may be missing a step to retain the sidebar selection. If so, I hope someone here can advise!
Thanks, in advance, for anyone’s assistance!