OK, I see the issue ...
In your first post you mentioned the 'create table' and 'create nonclustered index' commands, but you forgot to mention that you were also issuing a 'create clustered index' command, and it's this 'create clustered index' command that's causing your data partitions to move to the undesired segments.
NOTE: You did mention the clustered index in your second post but I completely glossed over that as I only saw one 'create index' command and figured it was the same 'create nonclustered index' command from your first post.
Even though you've created the table to use datarows locking, the 'create clustered index' command (emphasis on *clustered*) will still copy the table, and while the copied table will maintain the same data partitions you will lose your previous partition-to-segment bindings in lieu of whatever partition-to-segment bindings are suggested in the 'create clustered index' command.
Unfortunately the 'create clustered index' command doesn't have a way to designate a different set of partition-to-segment bindings for a) the data partitions vs b) the index partitions; net result is the data partition gets copied to the same segment as the associated index partition.
You can see this behavior in your sp_help output ...
From your 'before' sp_help output:
- table was created @ 1:19PM
- event* (data) partitions were also created @ 1:19PM
From your 'after' sp_help output:
- table was created @ 1:19PM
- indexes were created @ 1:45PM
- index partitions were created @ 1:45PM
- event* (data) partitions now show a create time of 1:45PM (ie, copied/moved in conjunction with the 'create clustered index' command)
If you were to run your script again but change the clustered index to nonclustered (or leave out the clustered index), you should see that your data partitions still reside on the data segments while the index partitions reside on the index segments.
At the moment I'm drawing a blank as to how you might create a clustered index on a partitioned table such that the data partitions reside on different segments than the associated index partitions.