this is probably because you are creating the objects in a window context and drawing it in the other. you should be creating things in the window callbacks of the window that it's going to draw it (in it's setup call usually). the easiest is to use 2 applications, one per window as it's demoed in the example.
also you can't mix opengl versions in 1 application.
there's a way to share contexts between windows but even with that anything that is not memory (like shaders, fbo, vao...) won't be shared. to share the context you can do:
ofGLFWWindowSettings settings;
settings.setGLVersion(4, 1);
shared_ptr<ofAppBaseWindow> mainWindow = ofCreateWindow(settings);
settings.shareContextWith = mainWindow;
shared_ptr<ofAppBaseWindow> guiWindow = ofCreateWindow(settings);