I have the same issue. I have a Surface Laptop 4 and can't get the USB4 Dock to connect to two usb-c monitors (although I've seen it documented that it can).
Both monitors will connect individually with either HDMI to USB-C or HDMI to HDMI, so the cords are not the issue. I've tried it both with HDMI to HDMI and HDMI to USB-C or two HDMI to USB-C cords. It doesn't seem to change anything. I tried to manually change the display resolution to 1440X900 on each monitor and that changed nothing.
What is the best solution for this...just buy an old surface dock 2...because it is more functional than the new docks?