My setup is as Linux friendly/vanilla as it comes; my laptop and dock are both Thinkpad and the monitor is Dell. Nothing exotic. It didn't even work when my monitor was directly connected via USB-C or HDMI so I guess I'm out of ideas about how it is a "me" problem.
If you go into your UEFI, does your external monitor work? As Linux drivers wouldn't be in play when GRUB is running.