U2715H, missing as playback volume device, wake up

I've bought the monitor 8 months ago and never before has used it as sound device. Recently i decided to use its audio-out port to connect my headphones. It worked properly. Then after few days i  noticed that the sound is missing. After windows restarted (i use Windows 10 x64) the sound was back on. After experiencing this problem several times again i checked for solution on the web. I saw that i need to set the Dell U2715h as Default device in the Playback devices settings. This fixed the problem for few days then again the sound disappeared after one night (pc was put to sleep). Some folks told me that the reason may be is a faulty hdmi cable. I bought new one, high-class. It didn't fix the problem at all. So finally i observed that the problem occurs when the operating system was set to sleep and the monitor was also put to sleep. After i wake the system up and check the playback devices settings, the Dell monitor is missing as an option (and before the sleep it was set as Default device).

I haven't attached any other sound devices to the PC, only the headphones through the monitor. And after wake-up the system the result is this:

So, is there a solution for this problem or i should consider the monitor as defective?