Just tested it.
I'm using a laptop (1366x768) + monitor (1920x1080) in expanded mode.
This Code will work fine (GLB14.106 with and without debug)
SETSCREEN 1920,1080,TRUE
But when i choose some other, unusual resolution like
SETSCREEN 800,400,TRUE
the program try to establish the fullscreen, monitor(graphicscard) says no. Windows exclamation beep. Switched to Windowed mode.
Maybe there are other circumstances which lead to this behavior.