XPS-15 9550, TB16, Ubuntu 18.04, dark screen, #1

I have a Dell Monitor P2412H and a XPS 15-9550 Laptop connected to the TB16. I'm using Windows 10 and Ubuntu 18.04 on the Laptop.

Windows 10: When I boot into the OS the screen goes dark every few seconds and when I'm lucky it stops after a while and everything works.

Ubuntu 18.04: Ubuntu is worse, when I connect the TB16 to my Laptop both screens go dark and I have to force a shutdown. Booting the OS with the TB16 already connected results into dark screens after the boot process and I have to force a shutdown too.

I tired pretty much everything described to problems with the TB16: The described settings in the BIOS, WLAN, Bluetooth off, updated all the drivers of: the TB16, Windows10 and the BIOS Firmware.

Any suggestions?

Because there are a lot of setups for the BIOS of the XPS15 concerning these problems a summary of a working setup would help.

Note: If I connect the XPS, keyboard and mouse directly to the monitor everything works!