This issue seems to have been resolved either by upgrading the laptop to firmware version 1.9.6 or (possibly more likely), disabling HDR on the built-in display. The second workaround comes from a note Known Issues section of the Intel Display Driver release notes - [URL] "Thunderbolt display may not turn on after HDR is enabled for built-in display"
I have a Latitude 7420 connected to a WD19TB dock which has 2 Dell S2721Q monitors connected via DisplayPort. I also have a separate Dell S2721D monitor which is plugged directly into the laptop's HDMI port (not the dock). When I boot up cold, everything works fine - all three monitors, and also a web-cam and USB headset which are also plugged into the dock. If I allow the laptop to sleep, it's always a throw of the dice whether the two monitors connected to the dock come back up. Power cycling the monitors has no effect - they indicate there is no signal. The workaround I've found is to power-cycle the dock (giving it a good 30 seconds before resuming power). On doing that then the monitors are noticed and get a signal again. The dock is running the latest firmware (01.00.21.01 package / 05.04.06) [IMAGE] David
Latitude 7420 + WD19TB monitors don't come back on after sleep