When using multiple displays, GL Galore maintains a separate OpenGL context for each display. Thus, you need to tell OpenGL which context all calls to the GL should operate on. This is done by calling the gl.SetCurrentContext() function which makes the GL context of the specified Hollywood display the current context. See gl.SetCurrentContext for details.
When dealing with hardware brushes, you also need to be careful when using multiple displays because hardware brushes in OpenGL are display-dependent. They can only be drawn to the display that was used to allocate them. See Using hardware brushes for details.