Hmmm... It's supposed to open in the center of the screen. From the looks of it, it's opening in a position that would be the center relative to the upper-left corner of the Fusion layout, except on the wrong monitor. I've rearranged your screenshot, repositioning the main Resolve layout over the higher-res Fusion layout, and you can see that the Add Tool menu would be right in the middle.
I'm not aware of a solution, but from my testing, it appears as though the Add Tool dialog might always appear on whatever is designated as the main display. I don't know how it would affect Resolve (I only use Fusion standalone), but you could try making your UHD screen the main monitor and see if that fixes it. Of course, that could have other side-effects.
In any case, the dialog should probably be pinned to the Fusion interface instead of the monitor's dimensions, but as far as I know, that's not something that the end user can change.