D3D11CreateDeviceAndSwapChain does not swap to full screen on 2nd monitor

The original problem that I ran into, was that I wasn't able to get my game to run in full screen on my 2nd monitor. Going to display settings and swapping main display from 2nd to 1st, lets my game run in full screen without any problems. The resolution on both of my monitors is identical so the problem has to be somewhere else.

The code that is responsible for the full screen swap looks like this:

// create device and front/back buffers
if( FAILED( hr = D3D11CreateDeviceAndSwapChain( 
    nullptr,
    D3D_DRIVER_TYPE_HARDWARE,
    nullptr,
    createFlags,
    nullptr,
    0,
    D3D11_SDK_VERSION,
    &sd,
    &pSwapChain,
    &pDevice,
    nullptr,
    &pImmediateContext ) ) )
{
    throw CHILI_GFX_EXCEPTION( hr,L"Creating device and swap chain" );
}

while the swap chain description sd was previously created like this:

// create device and swap chain/get render target view
DXGI_SWAP_CHAIN_DESC sd = {};
sd.BufferCount = 1;
sd.BufferDesc.Width = Graphics::ScreenWidth;
sd.BufferDesc.Height = Graphics::ScreenHeight;
sd.BufferDesc.Format = DXGI_FORMAT_B8G8R8A8_UNORM;
sd.BufferDesc.RefreshRate.Numerator = 1;
sd.BufferDesc.RefreshRate.Denominator = 60;
sd.BufferUsage = DXGI_USAGE_RENDER_TARGET_OUTPUT;
sd.OutputWindow = key.hWnd;
sd.SampleDesc.Count = 1;
sd.SampleDesc.Quality = 0;
sd.Windowed = !f;
sd.Flags = DXGI_SWAP_CHAIN_FLAG_ALLOW_MODE_SWITCH;

f is set to true and the code does exactly what I want it to do on monitor 1, however the window remains windowed on monitor 2. hr is also S_OK suggesting that everything went fine.

DXGI Reference says that:

We recommend that you create a windowed swap chain and allow the end user to change the swap chain to full screen through IDXGISwapChain::SetFullscreenState;

Quick modification to the code to set the full screen state with the swap chain method results in:

hr = pSwapChain->SetFullscreenState(TRUE, vOutput[0]);

The HRESULT hr says that the method failed with E_FAIL.

As an extra test, changing vOutput[0] to vOutput[1] makes my game work in full screen on another monitor without any problems.

Trying to find information about this led me to multiple steam forum posts where different users were experiencing same type of error when trying to go full screen in games like Devil May Cry 4, Company of Heroes 2 or Resident Evil 5. A thing that all of these posts had in common was that the game didn't run in full screen on 2nd monitor. From the information in these posts I also discovered that full screen will work if the screen resolution is set at 1680x1050 or lower.

This leads me to believe that the actual bug might be somewhere inside direct3D files, but where?

Why is SetFullscreenState returning E_FAIL and D3D11CreateDeviceAndSwapChain does nothing and how can I make it work?

If it's not possible, what's a good replacement for the SetFullscreenState that achieves the same goal?

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