Show corresponding icons for each monitor on task bar
In the settings app under the taskbar options, set the option Show Taskbar button under Personalization->Taskbar to "taskbar where window is open"
I have personally tried two options:
DisplayFusion
DisplayFusion is a paid program with lots of features for multiple monitors on Windows. https://www.displayfusion.com/
Dual Monitor Taskbar
Dual Monitor Taskbar is a freeware program that is much simpler and might do the trick - it splits the programs per monitor. https://sourceforge.net/projects/dualmonitortb/