I believe this is a known issue.

The workaround is to move the game to your desired monitor in windowed mode, then go full screen. Restarting the game should have it set correctly after that.

I hope this is fixed soon, cause it's making playing the game a struggle for me right now. Most of the time moving the game to the right display and entering full screen just moves the game back to the secondary display. Holding shift when starting the game and selecting display there have no effect on my computer. 

I'm still having this problem in Windows 10, even with the update game. 

My computer is connected to my monitor with a DVI cable, and my TV with a HDMI cable, and while the TV is listed as #1, I have set the monitor as the main display. But the game keeps ending up on the TV. 

Ok, it actually worked now.  

I got an update last night, and when I changed the monitor setting ingame now, it launches on the right display everytime now. Before that patch, moving the game between displays or choosing monitor by holding shift when launching the game didn't work, but it's all good now. 

Not sure if this was a new patch, or if only now received the patch you mentioned before in this thread?