Hi Max Staniland,
Thank you for reaching Microsoft Community.
The Surface Pro 4 (Surface Pro 4 specs and features - Microsoft Support) uses its mini-DisplayPort for external monitor. However, since the device only has 1 mini-DisplayPort, and you are trying to connect 2 external monitors, you'll need a hub or a Surface Dock where you could connect 2 external monitors. See: Identify your Surface Dock and features - Microsoft Support. For the Surface Dock 2 where it uses USB-C port for external display, you also need an adapter to connect the monitor from its DisplayPort to the USB-C port of the dock. The Surface Dock 1 uses mini-DisplayPort also like the Surface Pro 4.
Please see this page also for more details: Troubleshoot connecting Surface to an external display - Microsoft Support.
Kind regards,
Marrion