I've been having a lot of issues with my i5 Surface Pro 3 with the Intel HD4400 graphics card. The issue happens most on Windows 10 TP, but I've also seen it some while running Windows 8.1. This has happened across 4 different Surface Pro 3 devices so it's not nothing specific to just one device.
When I have the Surface Pro 3 docked and it entered a connected-standby state after being inactive awhile most of the times when I come back and move the mouse / keyboard the external monitors won't wake up. I know the device is powered on because I can see the Surface Pro 3 keyboard light up but the monitors are still in a sleep state.
I'm during the Intel HD Graphic Driver 4/28/2015 (10.18.15.4204) device ID 8086&0A16.
I would considered this issue under windows 10 as expected since your operating system does not have full graphics drivers functionality. This is because windows 10 has not been officially released, therefore, the drivers are available only when you install the operating system as part of the windows package.
I still recommend waiting for official drivers at Intel® Download Center
If you have systems running windows 8.1, please provide the graphics report and graphics driver versions.