Moving external monitor Space to built-in display after disconnecting

I have a 2022 13" M2 MacBook Air and connect it to an external monitor. I currently have Automatically rearrange Spaces based on most recent use disabled and Displays have separate Spaces enabled. (I have tried all the various combinations of these settings) When closing the laptop and putting to sleep or putting it to sleep via hot corner, everything reappears in the correct display/space once the laptop returns from sleep mode. This is what I want.

What I am looking for, is for this to essentially work the same way when I disconnect the external monitor and use just as a laptop. Rather than all open windows on the external display moving to the open Space on the built-in display, is there any way for the Spaces from the external monitor to migrate to the built-in display as new Spaces? Thanks!