I have exactly the same problem and resolved it changing the TAX Operator from IN to NOT IN and naturally changing then the categories.Thank you interestica!
But I noticed another strange behaviour: two lists were with exactly identic configuration, including TAX Operator IN. The first on my first page, the other on another page. The first didn’t show sticky posts correctly, the second did.
On mobile devices even the first showed the sticky posts correctly.
Must be some bug / database refreshing problem
