There is a lot of misinformation surrounding this use of DisplayPort to Daisy Chain monitors. In addition to needing the LCD’s set to DisplayPort 1.2 the hardware has to be compatible and in the case of a Microsoft Surface, there are several that are not.
After working with Dell and Microsoft for many months on this and being told everything from wait for a firmware update to Microsoft is making special dongles that will only be available through Microsoft Technical Support (i.e. not available through the Microsoft Store), I received an official note from Microsoft that says the OLD Dell U Series monitors are not compatible and will not be compatible:
The following monitors aren’t compatible with the Surface Pro 3 Docking Station:
Dell U Series Monitor running rev. A01 or A02.
A03 works. Dell can exchange current older Rev for A03 or newer
ViewSonic TD2240 Monitor