Thanks for your post and the replies really helped me. I upgraded from a Surface dock 1 that had issues after 6 years or so, overall was happy with it. I bought the Surface Dock 2 and used USB-C to HDMI adaptors, but the external monitors would not work. After reading the replies in this post I was experiencing exactly the same issues. I went out and bought 2x USB-C to HDMI cables and now all working fine.
Reason for posting: I was a bit unsure as to what cable was needed - spoilt for choice and they are not cheap. I bought the 'bon.elk Long-Life Series Cable / 2.5m' on the back of the package it says "4K 60Hz HDMI SUPPORT' and "USB-C / Thunderbolt 3" from Officeworks.
Agree that Microsoft need make it more clear that a specific about compatibility and cable requirements. They should make a cable like they do with the USB-C to HDMI Female cable. But I didn't want to get this one as I wondered if my existing HDMI cable would need to be a different one. Anyway, an additional $110 later and I'm working again.
Hope this helps