I don't use dual monitors, but from what I can tell you need to lock your mouse to one screen.
http://dualmonitortool.sourceforge.net/dmt_cursor.html
http://www.snakebytestudios.com/projects/apps/cursor-lock/
EDIT: check the gameplay settings https://steamcommunity.com/app/435150/discussions/0/3223871682611708596/
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