I'm having a similar issue. Here are the details:
I'm using two external monitors with my 2010 MacBook Pro 15"
One monitor runs off the DisplayPort to VGA adapter, and it runs f.lux properly.
The other runs off an external DVI video adapter. It plugs into the Mac using USB (it says to use 3 but the Mac has 2 - the display works regardless). To use this adapter, I had to install DisplayLink software. The adapter feeds a VGA cable, like the other monitor does. This monitor does NOT run f.lux.
Both monitors are ViewSonics.
I have never had to set the f.lux profile in Display System Preferences for it to work on the Mac's screen as well as the first ViewSonic.