I'm reading a lot into your post, but see if this reflects what you're doing.
Since you say you're saving the widgets (these are the ".exe" widget programs, right?) in with your desktops, I'm concluding that you're using the desktopX "import" function to load your widgets. The .exe widgets don't usually save with the desktop using the desktopX "save" or "save as" otherwise.
The widgets are designed to be run with a standard shortcut or by double-clicking on them, just like any other .exe program file. Using the desktopX "import" function to load them can lead to erratic behavior and should probably only be done to modify them, particularly if you're experiencing problems with one in particular.
Try running the widgets with a shortcut or double-click. They won't save with your desktop, but usually you can have the widget load at startup by right clicking on it, selecting "properties", and checking "Run automatically when Windows starts". Otherwise you can run it at startup by just adding it to the startup folder. Also, the widgets typically will re-load the next time in the same position they were in the last time you closed them (or shutdown/logoff windows), but I suppose that might not always be the case.
"Running" them instead of "loading" them may solve your issues, including desktopX encountering problems.
Is this what's happening?