I am having exactly the same problem.
I have 3 screens (the main one in the center) and here are the technical details:
Display (x3): ASUS VG248
Resolution of each screen: 1920x1080
Nvidia Surround: Not activated (screens are managed by Windows individually)
OS: Windows 10 (x64) 2004 (19041.572)
Graphic Card: Nvidia GTX 1080 Ti (Driver: 456.71)
Before the update (2.2.241 Basic):
I placed before GlassWire open either full screen or in a custom dimension on one of secondary screen. When I clicked on the icon og GlassWire (or closed with the cross), it went to the task bar and if I clicked again, it opened where I had left it and at the dimension that was defined.
Since the update (2.2.260 Basic):
I can put GlassWire anywhere, regardless of the size chosen, but if we click on the GlassWire icon to reopen it, it will always be displayed and only on the main screen.
I have already uninstalled and reinstalled the program by choosing the options for deleting old traces, and I even before reinstalling it myself erase all traces that could influence any problem (remaining files / registry / hidden files)