I've recently done a fresh reinstall of both Windows 10 (currently running 10.0.18362.388) and Fences (126.96.36.199) and I have slightly similar symptoms that may or not be related.
Edit: oops, confession time! It turns out I had Align icons to grid disabled in Windows' Desktop View settings, so the bit below about icon placement is complete hogwash and not a Fences issue at all. I'll leave it here in strikethrough in case anyone else suffers the same brain fart and so stumbles upon the solution with a search.
I've also deleted the reference to the Clickthrough problem, because while it is an extant problem it's off topic once the context is removed. Apologies for hijacking the thread with what turned out to be two completely unconnected problems.
While my new icons aren't going to the secondary monitor they are being placed on the Desktop "behind" the fence that lives near the top-left corner of my primary. Furthermore they're placed on top of each other, such that a multiple download session results in a "stack" of icons like a deck of cards all in the top-left corner, requiring the fence to be moved out of the way and each icon dragged from the stack to somewhere else.
This isn't a behaviour I've previously seen in Fences (the icons would be "pushed" onto a fenceless area of the Desktop) nor in vanilla Windows 10 (the icons would be placed next to each other left to right across the Desktop).