I am having the same problem.
I have a surface Pro 7 connected to Docking Station 2. I have a docking Station 1 at office that works fine.
I called MS tech support and they told me to exchange my docking station. I did that and now I have one of my two monitors regularly displaying and the third is detected by I cannot display anything.
I updated all the firmware.
I am using USB-C to HDMI on brand new HP27f monitors.
It is beyond frustrating.
Any suggestions?