Clarify = Are you moving the mouse cursor to the second monitor BEFORE activating DDM commands? The design of the hotkey follows the mouse cursor. The monitors share the same hotkeys. If you want to activate the hotkey of a monitor, place the mouse on the specific monitor to activate the function.
I have recently upgrade the DDM (Dell Display Manager) software to version 2.0. The new UI looks much better than version 1.x. However, it currently missing the support of different hotkeys for multiple monitors. I have two Dell Monitors, both are managed by DDM. In the version 1.x world, I have two different hotkeys assigned to each monitors as the Input Source switch trigger. However, after upgraded to version 2.0, it can only have one hotkey for both monitors.
DDM 2.0, missing separated hotkey for multiple monitors