I am not sure I am understanding what is happening. You are attempting to drag a window between displays and it ghosts out?
There are two completely different ways to use Multiple displays on a Mac.
The newer way is called "Displays have separate spaces". Each display has it own group of Applications associated with it, and you only move windows from one space to another using mission control. Windows can not split displays.
The much older way is called Extended Desktop. Here, all the displays are joined along some edge to form one really big Extended Desktop, and windows can be dragged or moved or split across display boundaries, and everything, including scrolling of a split window works "the right way".
If you intend to use Extended desktop, you will likely have to turn off "displays have separate spaces", here:

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