First, as a precaution, disable UAC but via gp edit and policies:
Windows Setings/Security Settings/Local Policies/Security Options
User Account Control: Admin Approval Mode for the Built-in Administrator account Disabled
User Account Control: Allow UIAccess applications to prompt for elevation without using the secure desktop Disabled
User Account Control: Behavior of the elevation prompt for administrators in Admin Approval Mode Elevate without prompting
User Account Control: Behavior of the elevation prompt for standard users Prompt for credentials
User Account Control: Detect application installations and prompt for elevation Disabled
User Account Control: Only elevate executables that are signed and validated Disabled
User Account Control: Only elevate UIAccess applications that are installed in secure locations Disabled
User Account Control: Run all administrators in Admin Approval Mode Disabled
User Account Control: Switch to the secure desktop when prompting for elevation Disabled
User Account Control: Virtualize file and registry write failures to per-user locations Enabled
If you experience some problems you can relax "Admin Approval Mode for the Built-in Administrator account" to "Enabled" as long as you keep "Elevate without prompting".
Then - separate the screens. Doesn't matter which one if 1st, which 2nd and along which edge they connect as long as they are separate - not replicas. Then just click one and adjust and then the other and adjust. Clicking the one you want to change is important.
If one is laptop, don't just close the lid - go to hibernate, with the lid open. That preservers all settings intact. If you disconnect one monitor, it's going to merge them. If they ever get merged again you'll be back to square 1.
Oh and the version of the OS might play a role, meaning that if you are on Home you might be screwed and if you are on LTSB you are guaranteed not to have any problems. Also if you have "Creators edition" you might get screed and the only solution is to go back to "Anniversary" or LTSB.
Also, check the "discrete" graphic card driver settings to make sure that there's no some leftover option there that's tying them.
I've been running with different scaling at work from the day one. But I don't take that laptop home. If I do, then I have to set it up again.
It's possible.
Right-click the .exe of the program that is not to be scaled,
choose Properties, go to the tab Compatibility, click
"Disable display scaling on high DPI settings", finally click OK.
Best Answer
I have something similar to you; 3x 1920x1080 with 2x 24" and 1x 14" and I had the same symptoms.
The only way I managed to sort it was to use a custom font scaling size, instructions below: