Sorry to hear that you are experiencing issues adjusting your game resolution and setting to full screen. What happens when you hit ALT + ENTER on the keyboard when you're in-game? Does it set the game to full screen properly? Have you tried changing the resolution and refresh rate on borderless/windowed mode to see if that resolves the issue?
If you continue to have trouble with this, try deleting your .ini file for Siege. You can locate this by going to C:\Users\\Documents\My Games\Rainbow Six - Siege\\GameSettings.ini and deleting the file "GameSettings.ini". The game will automatically create another file for you when you launch the game again.
If none of this helps, please update case 10380174 with the results so that a specialist can assist further. Apologies for the inconvenience.