I will assume you have doubled checked that correct drivers are installed for the USB monitor!
This sounds like it could be a simple control panel fix.
Have you tried
a) Plugging in both the USB and the HDMI monitor, then Identifying the monitors in the control panel
b) Making sure the 'Display Settings' is configured to extend the desktop over all 3 displays, not just 2 of them. Steps for doing this can be found here:
c) Making sure the extra graphics driver configuration software from Intel (used when driving the displays using the Intel graphics) and NVidia (used when driving the displays using the NVidia graphics) are configured correctly.
d) Finally, seriously consider upgrading to Windows 10, which bring DirectX 12. DirectX 12 allows for far superior handling of multiple displays, including the ability to push more work to your laptops more powerful graphics card.
Update: Sorry, missed the question title saying you were already running Windows 10: It is worth making sure every display driver you're running (Intel / Nvidia / DisplayLink USB) supports DirectX 12