Hi Nicola,
We have sent you a private message requesting for logs which could help us in investigating the issue and assist you further. Kindly check the private message and reply to it.
Hey, I am on the same version of the gadget app, and my display dock is on 4.0 and lastly my Lumia 950 xl is not on an insider build, it is on the latest regular build and I am having the same problem where when i connect my phone to the display dock, nothing is shown and it just cycles between connecting and disconnecting