As far as I know, OS X fullscreen apps don't play nice with multi-monitor setups. Typical behavior is all other screens (your program outputs) get blacked out. Hopefully Apple is working on a change for this, or perhaps someone running the latest Mountain Lion build could confirm if this is still an issue.
As I recall, you can fullscreen OSX apps by setting KIOSKMODE in the plist file.
The reason we're not implementing this in the software is that it's a relatively small feature which does not really lie in line with the core functionality of Resolume (ie fullscreen on secondary displays), but takes a *lot* of work to implement correctly on both OSX and Windows.