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Surface pro 3 w/ dock and external monitor hanging at "Surface" screen

We purchased three Surface Pro 3s with Surface Pro docking stations and Microsoft Surface Mini DisplayPort to VGA adapters.  Two of them are fully setup and are working without issue.  The 3rd Surface is a different story.

With the Surface Pro 3 in the docking station and an external Dell monitor connected to the docking station via the mini display port to VGA adapter, when the docking station is turned on it will often (90%+ of the time) come to the "Surface" logo screen and remain there without completing the boot process.   IF the Surface has sat over night, it may boot normally the first time, but if you shut it down and try to turn it back on it will hang at the "Surface" logo.  

However, if you attach the mini display port adapter directly to the Surface tablet it will boot normally every time.

I've tried multiple Surface Pro 3s.  Microsoft has sent me 3 replacement units.  Microsoft has sent me a replacement dock.  With an external monitor connected to the docking station I continually hang at the "Surface" logo.   I've compared driver versions to the other 2 Surface Pro 3s that work normally.  There are no differences there.   The issue follows me if I place the problem Surface into a known working setup (dock w/ external monitor).   I've re-imaged the Surface Pro 3 thinking it might have been a configuration issue.

I'm open to any suggestions people may have.

Thank you in advance for your assistance.
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I only used the following constellation so far:
surface 3 pro in dock, one mini-DP-to-DVI connected to the surface, a second one to the dock - never any problems. It is unusual to use a digital to analog cable (vga is analog, DP and DVI are digital). Maybe you try to switch to DVI (or HDMI) on the other end of the cable and have more luck with that?
Is there maybe any USB disk or stick connected to the dock? I've had similar issues with PC's that if a USB disk or a USB stick was connected, would either not boot, or take a very long time until they started to boot. If there is anything like that attached, disconnect it.
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McKnife - We ordered a mini-DP-to-DVI adapter and are eagerly awaiting its arrival.

Rindi - I have USB keyboard and mouse plugged in.  There is no USB disk or stick connected to the dock.
That was a long shot I know, but sometimes things like that go forgotten.
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Because I found the fix by searching the Internet.  This a new fix that Microsoft just recently posted.