I have a similar issue with Minecraft every few months. I have a Minecraft.net account and a Mojang.com account. I'll spend 15 or so minutes setting passwords across both accounts, never really sure where I should put things. Maybe Microsoft will make it one account instead of three.
Good its not just me. My minecraft logins are screwed up regularly too.
I also have had problems with logging into live.com based .edu account I got at college as well as my xbox live accounts. I know its not me messing up the passwords as I save them in keepass. Its like Microsoft can"t figure out how to maintain a simple login system. Its to the point where I just automaticly go to password recovery when I use a MS run service rather than seeing if it will take my password this week.