Ok pessoal, aqui está o problema:
Usando o Thinkpad Ultra Dock, todos os monitores conectados são tratados internamente por um hub Displayport. Infelizmente, o Linux não pode diferenciar vários monitores usando o hub Displayport MST.
Leia aqui: link
Linux does not yet offer explicit support for the DisplayPort MST hub built into this dock, so multi-screen support is not fully functional under Linux. A single screen works fine and is fully controllable, but multiple screens are handled by a some unconfigurable fallback mode, and appear a single display; they cannot be individually configured in terms of resolution, relative position etc.
No entanto, em relação ao meu X240, a página diz:
On the ThinkPad X240, one way to use two external screens is to attach one to a dock port, and another to the laptop's own mini DisplayPort port.
O que está funcionando bem.