I am having the same issue with an external monitor connected by mini-Displayport to Displayport running Mavericks on a rMBP. Full screen on the internal display works fine, on the external one there is just music and a black screen.
My procedure is:
- set the external display as primary
- start pillars of eternity
- set the internal display as primary
- play in windowed mode with a small grey bar on the external display
I noticed that starting the game with internal or external display set as primary results in different graphic settings. As an exaqmple, I am unable to change the resolution when starting the game if the internal display is set as primary while an external screen is connected. By the way, I deactivated the automatic switching of primary displays (when the dock appears on the screen where your cursor is) as this screwed up the graphics settings of software I need for my work (Xserver and so on) - maybe this also affects pillars of eternity.
The procedure is a bit annoying but at least it works and I can play
Best wishes