I'm seeing the same problem, but only with my new Surface Pro 7+. My Surface Pro 6 does not give the error.
I've done a few experiments and tried a few different adapters including USB C to DVI and USB C to HDMI but I get the error every time two monitors are connected and almost always with one monitor connected by HDMI via the dock. I can get it error free with one monitor connected via DVI adapter to the dock and one connected directly to the Surface itself, though this is hardly a satisfactory solution and it doesn't work every time!
Since everything is fine when I connect to the Surface Pro 6 I think it rules out the cables as the cause. I do feel it's got something to do with the fast charging capability of the 7+ (I believe the 7 also has this capability).
I also note that the Surface Dock 2 reports as a slow charger despite it's 199W charging power.
It would be nice for Microsoft to give us an opinion.