Same with me. I've been able to test the following configurations with the dock:
Mini displayport-to-displayport adapter to displayport cable - monitor receives no signal, Surface Pro 3 display flickers constantly and is unusable.
Mini displayport-to-DVI adapter to DVI cable- monitor receives no signal, Surface Pro 3 display remains on. Windows recognizes the monitor in the display properties. Monitor continues to receive no signal through any of the dual monitor configurations.
Mini displayport-to-VGA adapter to VGA cable - monitor receives signal properly. Monitor accepts up to 1920x1080 resolution.
All adapter and cable configurations work when plugged directly into the Surface mini displayport.
The monitor I use is a HP Compaq LA2405x, which has a maximum resolution of 1920x1200.
I'm having the same issue with the same monitor.
I tried yanking out the intel gfx drivers and reinstalling them. Also tried forcing the newer HD 5000 (Iris) drivers from the intel download site, which caused the blue screen of sadness, causing me to reload the older drivers again.
My dock has always charged the tablet, I've never had that issue.
Something that's odd, is that whenever I try to plug the MDP cable into the dock and it does its insert/remove hardware sound over and over... when I take the cable out, my wireless (logitech+nano receiver in the usb2 port) goes nuts (like it's possessed) for
about 30 seconds, and then it returns to normal.