Sorry for missing your kind reply. I'm actually running macOS and while I can get SDLMAME to always display on my preferred screen, I can't, for the life of me, figure out how to get it to stop blanking the other monitor. Makes it impossible for me to squeeze in a game while monitoring things I'm suppose to be monitoring.
By default, newer Mac OSes will blank the second screen when traditional fullscreen mode is used. It would take a fairly extensive workaround to get past this. Your best bet really is to run in a window. It's been a while, so I'm not sure if SDLMAME can do fullscreen windowed (borderless) like games such as World of Warcraft and Diablo 3 can. If so, use that mode. You'll lose vSync, but it won't blank the second screen.