This will remove the menu bar from the external display completely, including the translucent display focus indicator: Disable the Menu Bar on External Displays in OS X Mavericks, Yosemite, El Capitan
OS X provides a setting to hide the external display menu bar (or show it, if it’s hidden for some reason) if you don’t like it and the whole dimming indicator thing, though the wording of the setting doesn’t offer much hint that it has anything to do with menu bars or secondary screens.
