So as per DomFriant's post, what I've discovered it that because the Surface Thunderbolt™ 4 Dock has a USB4 / Thunderbolt wire, but the Surface Pro 9 5G's ports are only USB-C, you can only run one screen off that Dock (unless you Daisy Chain). No idea why Microsoft have done this to the 5G model. Our solution was to buy a Surface 2 dock and that works fine for two screens. Microsoft should make it all much clearer at the time of purchase.
Thanks
Simon