I just made a video of my recent problem: https://www.youtube.com/watch?v=Phi_Yru77aM
You can see that when I'm using the built-in screen of my SP4 (i7, 16GB, 512GB) and only one 4K external screen (both at 60hz), this monitor keeps turning black on a random basis. All my drivers and firmware are up to date (Surface Dock and Surface). I even tried the last Intel Iris 540, same results. I tried another MDP to DP cable, same results. I tried another screen, same results. I tried different refresh rates, same results.
I bought this screen a month ago and I was working fine at the beginning. I strongly suspect an update or the fact that I tried to connect two 4K monitors at 60hz (and I would have damaged something in the process?).
If I deactivate the built-in screen, the problem goes away (something that I just found tonight).
Should I send the device in warranty or just wait for a software fix? The 4K experience is not there yet, I'm a bit disappointed I have to say.