I am experiencing the same symptoms with a similar setup. MacBook Pro with external monitor, multiple Textmate windows open, when I paste from clipboard history it switches back to the main MacBook display and pastes into a Textmate window there, instead of the one I was using on the external monitor. It happens with other apps too.
I already have Alfred configured to open on the active desktop. I'm on OSX 10.9.4, MBPR 15", with external DVI monitor connected via DisplayPort.