I was surprised to find out that macOS does not apply Night Shift to my external monitor. So I went back to f.lux.
https://discussions.apple.com/thread/251249337
The answer implies that it only works on about four different monitors. I doubt that's true but it seems like a shot in the dark to know which it does and does not work with.
EDIT: just tried it again with Catalina. Nope.