I tried all of that, nothing worked. In the end, I decided to plug into a different USB-C/TB port.  After that everything works as I expect.  I'm not sure why one port works but the other doesn't.  They both seem to be marked as thunderbolt ports.  
I have a new Latitude 7430 connected to a TB16 dock.  I have 2 external monitors.  One connected via DP and the other via HDMI. When I put the laptop to sleep by closing the lid, the monitors go to sleep as expected.  When I open the lid to wake the laptop, only the HDMI monitor wakes.  The DP monitor does not wake. My old laptop (a 4 year old Dell Latitude) worked fine with the exact same dock and monitors.  Waking the laptop would wake both monitors. I've tried with a VGA cable instead of DP and it works fine.  But the VGA creates a slightly fuzzy image and I don't want to use it. Any suggestions on how to solve this problem?
TB16 dock + Display Port Monitor -- does not wake from sleep