When enabling the secure desktop feature for password entry with multimonitor setups, the following happens:
1. only the main monitor is locked and dimmed
2. sometimes no monitor is locked at all, but KeePass seems to be trying to do so, since it is absolutely insible and non-reacting to global hotkeys. The only chance to remedy this is to kill the application via task manager and starting it again.
This may have to do with DisplayFusion Pro intervening during the autostart sequence, but even if so, I would expect KeePass to lock _all_ monitor securely and independent of any other running applications.