ADDITIONAL SYSTEM INFORMATION :
Windows 10, Java 15 EA Build 6

A DESCRIPTION OF THE PROBLEM :
The described problems occur in the following multi-screen setup (and probably on similar ones):
The screen on the left has a physical resolution of 3200x1800, and and Windows scaling of 200%.
The screen on the right has a physical resolution of 1920x1200, and and Windows scaling of 100%.
The two screens are aligned at the top.

1. Main problem: After successfully positioning a java.awt.Window using setLocation, getLocation on the same Window returns a different location (e.g. scaled by a factor of 2). Calling setLocation with the that returned location puts the window into yet another place.
setLocation java.awt.Point[x=1600,y=100], getLocation java.awt.Point[x=3200,y=200] on sun.awt.Win32GraphicsConfig@1efed156[dev=Win32GraphicsDevice[screen=1],pixfmt=0]
setLocation java.awt.Point[x=3200,y=200], getLocation java.awt.Point[x=800,y=50] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]
setLocation java.awt.Point[x=800,y=50], getLocation java.awt.Point[x=800,y=50] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]
The window never crosses a screen border, so it should be caused by logic preventing a window being split between two screens.

2. Possibly underlying problem: The bounds reported for the two graphics devices (screens) are inconsistent
Screen java.awt.Rectangle[x=0,y=0,width=1600,height=900] AffineTransform[[2.0, 0.0, 0.0], [0.0, 2.0, 0.0]]
Screen java.awt.Rectangle[x=3200,y=0,width=1920,height=1200] AffineTransform[[1.0, 0.0, 0.0], [0.0, 1.0, 0.0]]
The first screen has width 1600, but the second screen starts at only x=3200, while they are virtually located right next to each other. Applying the affine transform would correct this, but this should still be consistent between setLocation and getLocation.

Consequences: This prevents programs to remember window positions and to restore them later easily.

What is generally missing is a clear specification whether scaled or unscaled coordinates are are expected for Window.setLocation and Window.getLocation.

STEPS TO FOLLOW TO REPRODUCE THE PROBLEM :
1. Run testSetGetWindowLocation in the code pasted below.
2. Run testGraphicsDeviceBounds in the code pasted below.

In addition:

testSetNewWindowLocation moves the windows in steps of 400 pixels and reports the result.
setLocation java.awt.Point[x=0,y=100], getLocation java.awt.Point[x=0,y=100] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]
setLocation java.awt.Point[x=400,y=100], getLocation java.awt.Point[x=400,y=100] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]
setLocation java.awt.Point[x=800,y=100], getLocation java.awt.Point[x=800,y=100] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]
setLocation java.awt.Point[x=1200,y=100], getLocation java.awt.Point[x=1200,y=100] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]

from here on, the window ends up on the seconds screen, and getLocation returns something different
setLocation java.awt.Point[x=1600,y=100], getLocation java.awt.Point[x=3200,y=200] on sun.awt.Win32GraphicsConfig@27808f31[dev=Win32GraphicsDevice[screen=1],pixfmt=0]
setLocation java.awt.Point[x=2000,y=100], getLocation java.awt.Point[x=4000,y=200] on sun.awt.Win32GraphicsConfig@27808f31[dev=Win32GraphicsDevice[screen=1],pixfmt=0]
setLocation java.awt.Point[x=2400,y=100], getLocation java.awt.Point[x=4800,y=200] on sun.awt.Win32GraphicsConfig@27808f31[dev=Win32GraphicsDevice[screen=1],pixfmt=0]
setLocation java.awt.Point[x=2800,y=100], getLocation java.awt.Point[x=5600,y=200] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]

from here on, it gets completely crazy
setLocation java.awt.Point[x=3200,y=100], getLocation java.awt.Point[x=800,y=25] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]
setLocation java.awt.Point[x=3600,y=100], getLocation java.awt.Point[x=900,y=25] on sun.awt.Win32GraphicsConfig@20322d26[dev=Win32GraphicsDevice[screen=0],pixfmt=0]


testSetSameWindowLocation does the same with the same window instance, leading to even more unpredictable results.

EXPECTED VERSUS ACTUAL BEHAVIOR :
EXPECTED -
setLocation java.awt.Point[x=1600,y=100], getLocation java.awt.Point[x=1600,y=100] on sun.awt.Win32GraphicsConfig@1efed156[dev=Win32GraphicsDevice[screen=1],pixfmt=0]

ACTUAL -
setLocation java.awt.Point[x=1600,y=100], getLocation java.awt.Point[x=3200,y=200] on sun.awt.Win32GraphicsConfig@1efed156[dev=Win32GraphicsDevice[screen=1],pixfmt=0]


---------- BEGIN SOURCE ----------
package org.test;

import org.junit.Test;

import java.awt.*;

public class MultiScaleTest {

    @Test
    public void testSetGetWindowLocation() throws InterruptedException {
        int x = 1600, y = 100;
        Point p = new Point(x, y);
        for (int i = 0; i < 3; ++i) {
            Window w = new Dialog((Frame) null);
            w.setSize(new Dimension(10, 10));

            w.setLocation(p);
            w.setVisible(true);
            Point l = w.getLocation();
            System.out.println("setLocation " + p + ", getLocation " + l + " on " + w.getGraphicsConfiguration());
            Thread.sleep(200);

            w.setVisible(false);

            p = l; // try to keep position
        }
    }

    @Test
    public void testSetNewWindowLocation() throws InterruptedException {
        for (int i = 0; i < 10; ++i) {
            Window w = new Dialog((Frame) null);
            w.setSize(new Dimension(10, 10));

            int x = i * 400, y = 100;
            Point p = new Point(x, y);
            w.setLocation(p);
            w.setVisible(true);
            Point l = w.getLocation();
            System.out.println("setLocation " + p + ", getLocation " + l + " on " + w.getGraphicsConfiguration());
            Thread.sleep(200);

            w.setVisible(false);
        }
    }

    @Test
    public void testSetSameWindowLocation() {
        Window w = new Dialog((Frame) null);
        w.setSize(new Dimension(200, 100));
        w.setVisible(true);

        for (int i = 0; i < 10; ++i) {
            int x = i * 400;
            Point p = new Point(x, 100);
            w.setLocation(p);
            Point l = w.getLocation();
            System.out.println("setLocation " + p + ", getLocation " + l + " on " + w.getGraphicsConfiguration());
        }
    }

    @Test
    public void testGraphicsDeviceBounds() {
        for (GraphicsDevice gd : GraphicsEnvironment.getLocalGraphicsEnvironment().getScreenDevices()) {
            if (gd.getType() == GraphicsDevice.TYPE_RASTER_SCREEN) {
                GraphicsConfiguration defaultConfiguration = gd.getDefaultConfiguration();
                defaultConfiguration.getNormalizingTransform();
                Rectangle screenBounds = defaultConfiguration.getBounds();
                System.out.println("Screen " + screenBounds + " " + defaultConfiguration.getDefaultTransform());
            }
        }
    }
}

---------- END SOURCE ----------

FREQUENCY : always