Hello, Toks Joseph.
Welcome to Microsoft Community!
To use a Surface device with a docking station, we typically recommend that users use the Surface Dock family of devices, such as the Surface Dock 2 and Surface Thunderbolt 4.
For Dell docking stations, we have limited knowledge. If you want the best compatibility to support Surface Pro 5 and monitor connections, the Surface Pro 5 cables connected to the Dell Docking Station would be a worthwhile improvement.
I am here to share with you Microsoft's accessories designed for Surface devices:
Accessories Designed for Surface
Here you can select the cable that meets your usage specifications to connect and observe the results.
In addition, you can also try to manually get the driver and firmware installation package for Surface Pro 5 to troubleshoot potential driver issues and maintain device performance:
Download Surface Pro 5 [Wi-Fi] Drivers and Firmware from Official Microsoft Download Center
Please reboot your device after the download is complete to apply the driver update.
I wish you all the best.
Best Regards.
Leo.L - Microsoft Community Support Specialist