I have tried connecting 2 x 4k monitors to a Surface Dock via it's two mini displayport ports but it does not work. It does work when connecting one of the monitors using a HDMI cable but displays at a lower resolution.

A workaround to get both of them working is to connect one of the monitors to the Surface Dock and the other monitor directly to the Surface Pro using it's mini displayport port.

Considering the Surface Dock is marketed suggesting you can connect 2 4k monitors this a failure from Microsoft!