Brad thanks. Good info about what Windows can support.
About Lightroom. I'm sure there is a Lightroom expert in this forum being able to answer this. Any takers? I wonder if my case is such a rare one that nobody has the answer to it. I doubt it.
Additional question is, supposing that LR does not support what I want, how can I be sure that LR picks up the correct icc profile for the monitor I use for colour correction. The whole concept of primary / secondary monitor is confusing and LR does not help at all since it does not allow you to define the profile used nor does it report which one it's using.
So I'm left pretty much in the dark, apart from trying things and guessing. Which, when we talk about colour management issues, is a darn tough thing to do...