With 2 separate X servers that is (until I am proven wrong) not possible. If you want to drag windows between screen you will have to use twin-view or you will need to choose the x-server where your application will open before you do so.
The reason for that would be that the application would need to un-glue itself from a display, and from it's own window manager, leaving being only peaces of its shatered shadow, then the recreate itself and the core of the application re-attached to the new window manager you want it to go to, then a new window would need to be created around the application using the new window manager... Its like, no, it will do that for you.
There is however an application that can sort of do that for you called
xpra. What it does is not remove the application from the original x server an recreate it on the new one but it will make it so that the application running on the original X server is displayed on the other X server. Not like VNC but directly. Have a look here for more information.