I think unfortunately not, at least not with extra tools, it looks like the debugger opens always on the primary screen.
I'm having the same problem, and solved it by moving the XDK editor to the second screen, and set the emulator and debugger window on the primary screen. Maybe an improvement for the future?
Workaround: You can use Window Mangers Tools where you can position or manage open windows. I have no experience with it but just tested a small utility WindowManager (freeware) and it looks like to work.
I see what you both mean. I just tried it. For now, unfortunately this is how it works. But I can definitely place a request for this to be improved.
In the meantime, maybe you can try Ad's suggestion. A lot of his suggestions have worked in previous posts :)