Re: they tell me that the onboard graphics card does not support 2 monitors. I am not sure if that is true. Agree that what Dell support does not make sense.  you can test your 8940 Display port using a simple DP-DP cable and connect to a monitor that has DP if possible.  It is expected you would get a good video on monitor that way.  The probable cause of current no display is your DP to HDMI adapter cable. the conversion from DP to HDMI is more complicated than what you would think. here is a link that explains.
Hi, my new Dell XPS 8940 does not have the NVIDIA card. It only has the built in Intel UHD 730 card with HDMI and Displayport. I have 2 monitors and I tried to connect one to HDMI and other to Displayport using a Displayport to HDMI cable. I am not getting video on the displayport. I called Dell Support and they tell me that the onboard graphics card does not support 2 monitors. I am not sure if that is true. Has anyone tried to setup 2 monitors using the onboard HDMI and Displayport? Thank you  
Dell XPS 8940 Dual Monitor Setup with onboard graphics