dpf81:
We have about 5-6 Surface pro 4's here
At first i had the exact same issues as you, not waking from sleep, having to constantly reconfigure external screens when docking etc
The sleep issues seem to have mostly gone after updates in the last couple of months, but the only way we managed to 'resolve' the external monitor docking issue was to buy monitors that supported displayport 1.2 and daisy chaining so that we had one cable going from the dock to 1 monitor, then a displayport cable from monitor 1 to monitor 2
Don't suppose you can please advise what monitors you went with can you? Cheers!