SourceTree can't influence where an external diff tool is opened, it simply gives your external diff tool some parameters so it can open the relevant files. This problem is likely caused by your external diff tool being originally opened on a different desktop, so it then remembers where it was originally opened. When SourceTree opens the external diff tool, it simply opens where it was last opened.
Try opening the diff tool outside of SourceTree, moving it to your desired desktop, and then closing it (to ensure those settings are saved). The next time you run an external diff it should be on the correct desktop.
Cheers
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