I had the same issue, but I found a partial workaround using the Trillian Astra Instant Message program:
- Install Trillian (can be used with many different IM accounts)
- Click View and then Docking and select right or left so that it will dock on the middle edge of your monitor.
- Resize it so that it is as thin as it will go (about 150 pixls, so not that thin, but thin enough to not take up too much space on a widescreen monitor)
You now can use snap on the side of the monitor that has Trillian on it!
Again it is only a partial solution (still can't use snap on the side of the second monitor, only the one that has Trillian docked on it) but it at least gives you 3 snap points instead of just left and right. It also proves that it is possible. I tracked down a code project that shows how a docking toolbar works, but there were a lot of bugs in it and I didn't have the energy to fix it.
If you wanted to code one yourself the above project will show you what APIs you have to use. You would have to create two toolbar that get docked in the middle (one on the right side and one on the left site of the split) and you would only be able to trigger the snap by hovering over the toolbar (ie: can't make them zero width). Once the mouse moves past the toolbar the snap ghost window disappears and it will just move the window. If you end up making a toolbar let me know!