Problem with multiple displays on Lenovo P43s and ThinkPad Thunderbolt 3 Gen 2 (Ubuntu 20.04)

I am running Ubuntu 20.04 on a Lenovo Thinkpad P43s where I connect my display (Dell) through a ThinkPad Thunderbolt 3 Dock Gen 2:

https://support.lenovo.com/dk/en/solutions/pd500265

Everything works fine until I lock my computer. When I then try to unlock it my external display does not turn on again. At least not most of the times, sometimes it works and other times it does not. And sometimes I can get it to work by turning the external display off/on or disconnect/reconnect the dock.

This is very frustrating especially at work where I need to switch to different locations that has different displays.

I see the same problem on all displays I connect to through HDMI displayport.

I have found:

https://www.displaylink.com/downloads

which I have tried to install but it does nothing. Not sure if I need to run some configuration after I have installed it??

Any suggestions?

I would rather not have to exchange my Lenovo/Ubuntu for an Apple/OSX setup to get this to work.

Also I am on the latest version on the dock firmware: 3.1.67.0

And I don’t have the problem on Windows 10 (I have a multiboot/grub setup).

And apperantly I am not alone:

https://forums.lenovo.com/t5/Displays-Options-and-Accessories/Thunderbolt-3-Dock-Issue-with-Monitors-not-turning-on-after-wakeup-from-sleep/m-p/4304363