I finally fixed it - after two Surface Book 3 (both 13.5, i7/32/1tb), I started drawing my conclusions: it throttles because this specific version has only ONE fan in the base, but not in the tablet (where the CPU lies). My final decision was to get the 15" inch, which I received today. Doing the same type of things I was doing with the 13.5 books (4k remote desktop, connected to 2 4k displays, and Surface book in Studio mode), it did not throttle. The 15" inch is perfect for anyone that's having these issues. I know it's more expensive, but the 15" inch does have two fans (in the tablet and in the base). I think this is why the 13.5 inch throttles, but the 15” does not. Also, you also get a better GPU.
On another note, for anyone that still is in the 30 day period for returning it, you should do it. So I think that if you can still get it refunded, I would go for it. The 15" inch is a much better product.