SOLUTION: Move your mouse, while dragging a window, up through the menubar faster.
Go to System Preferences -> Display.
Select the Arrangement tab, and arrange the secondary monitor so that it sits on top of your MacBook monitor.
You should be able to move your application window up to the secondary monitor now.
As mentioned in the comments, if the menu bar is blocking you from moving windows up to your secondary monitor: go to the Arrangement tab and drag the little menubar representation from one screen to the other. (The solution says drag the window THROUGH the menu bar FASTER i.e. quickly. This works!!)
Looking at the screenshots above, the location icon is most likely showing up because you are allowing System Services to access your location. As long as every app in that list is unchecked, the only services that will use your location will be System Services.
Best Answer
This appears to be the design of the Safari window. Safari (and other Apple apps) have a grey shadow border in dark theme and black in light theme :
It seems the color of the border is unaffected by the background - here is dark mode with colorful wallpaper and the border is still grey.
Whereas Firefox keeps a black border for both themes and so it doesn't show in dark mode.
Looking at other apps there seems to be a mix. Word acts like Safari while ITerm2 acts like Firefox.
There doesn't seem to be any way to remove this in Mojave - see this question. Older fixes/tweaks (like Toggle OSX shadows) don't work any more.