In my particular calibration workflow I'm using a Windows 7 VM with Lightspace running in the same computer than Resolve. I have two monitors attached to this computer:
1) My grading monitor, the one that I try to calibrate (connected trough a BM Ultrastudio Mini Monitor Thunderbolt interface + eeColor LUT box).
2) A GUI monitor running all programs (connected through DisplayPort)
When I'm calibrating the grading monitor all the applications (including Lightspace VM and DaVinci Resolve) run in the GUI monitor, and I need to switch between desktops within this GUI monitor to move from one application (Lightspace) to the other (Resolve). The issue that I found is that Resolve GUI needs to be visible on the GUI monitor in order to have the patches sent to the grading monitor. If Lightspace is visible on the GUI monitor Resolve doesn't send any patch to the grading monitor.
The workaround that I've found is to launch the calibration process in Lightspace then switch to Resolve while Lightspace is counting down to start the process. As far as I can tell this happens with Resolve 12.5, with earlier versions I could have the Lightspace visible on my GUI monitor and Resolve in the background, and the patches were sent properly. I presume that if you are using a different computer for running Lightspace you won't find this issue.
I just wanted to let you know in case anybody else faces this issue with a similar setup.