Macbook Pro: both external screens go off when unplugging power cord

Hello!

I have my Macbook Pro set up with two external screens one connected thru HDMI and the other with Thunderbolt, I keep the lid always closed. I always have the power cord plugged in but when I for whatever reason unplug the cord both screens go dark and don't seem to "wake up" anymore. When I plug back in the cord I have to open the lid first to make the login window appear but after login my screens are switched. When I close the lid again it goes back to my original set up. The same when I turn on the Macbook and don't close the lid after it right away, the screens are switched until I close it.

Any idea on this?