Hello @JokerGermany, this issue is already being tracked at #720. Since you've added some additional insight, I've transferred this issue report to https://github.com/ValveSoftware/Proton/issues/720#issuecomment-874646460.
Closing in favor of the older issue report.
Distribution: Ubuntu Mate 20.04
effected tested Proton Versions: 6.3-5
Config:
Secondary Screen on the left side.
Secondary Screen:
1920x1080
Primary Screen:
3440x1440
When i use in the game a resolution which would fit on both screens and change from window mode to fullscreen, this happens:

(The Window was on the primary screen!)
Workaround:
Having a bigger primary screen and change the resolution to something bigger than the secondary screen...
Then the fullscreen appears on the primary screen.
I am glad, that i sold my second 3440x1440 screen a couple of weeks ago...