I am facing a very similar problem, that the screen is not waking after sleep.
Thinkpad P1 Gen2 with Nvidia T2000
Thinkpad Thunderbolt 3 Docking Station
Thinkvision P27u via DP on Thunderbolt 3 Dock
While it does work with Open Source nouveau driver, it does not work with the all the Nvidia drivers I’ve tested so far (470.74).
See here, also with bug reports: