When a screen set is chosen for display by the Tournament Director, it always starts the rotation of the screens within the screen set at the beginning. That means, in your case, when the break is over, it will go back to screen one. But that's also when *ever* a screen set is chosen. So, if you leave the Tournament page to go to the Settings page and then return to the Tournament page, the TD picks the appropriate screen set to display and starts the rotation over.
You can always use the hotkeys to move through the rotation. By default, Ctrl + the right and left arrow keys move forward and backward through the rotation.