I have this issue too, but only with one person. I have pinned my immediate family members and combinations of them in Messages. One of my daughters keeps getting dropped from the top of the screen. When I find it in the list below, it claims to still be “pinned,” and it will let me drag it back to the top, but when I check back later it has happened again.
I do not know if it is related, but this contact has another oddity: Messages keeps forgetting that my daughter is on an iPhone and periodically reverts to SMS. Again, it will let me remind it to use her appleID and works properly from there.
I’d rather not delete either the contact or the message thread since it is fun to look back through the thread, and I don’t want to mess up family sharing.
Ideas?