Recently with update 20, the sacred defender bonus hitpoints when using a shield, but switching weapon sets, even with the same shield, bug that caused a loss of your bonus HP has been fixed.
However, an edge case remains:
With the stance active, enjoying your bonus HP, click on a scroll on your hotbar. Poof! Loss of bonus hp.
As per the description, bonus is with shield equipped, so dropping your weapon and grabbing a scroll with your mainhand should NOT remove the HP.