The emulsion between the butter and hot sauce breaks when the butter and sauce have been heated too much. Don't overheat your buffalo sauce. If the sauce separates, it might not stick to the chicken later on. You can also use a blender stick to blend it together, which usually helps as well. Also adding an emulsifier can do the trick such as mustard and honey. Commercial sauces add xantham gum, but I don't have any experience in that. Let us know in the comments if you tried adding xantham gum.