Have you tried another operating system? I have used Cinnamon on an XPS 9360 with an external display hooked up via thunderbolt to displayport adapter. I had some of the issues you described, especially the sleep issues.
I asked about this because I'm not sure your issue is totally related to using a thunderbolt dock. Laptops generally require a lot of OEM developed drivers to fully function. It is very possible you would not experience these issues with Ubuntu which is fully supported by Dell on the XPS.
I asked about this because I'm not sure your issue is totally related to using a thunderbolt dock. Laptops generally require a lot of OEM developed drivers to fully function. It is very possible you would not experience these issues with Ubuntu which is fully supported by Dell on the XPS.