It took me a bit to figure out how to daisychain a pair of U2415s to a laptop (for a total of three displays), and wanted to post the solution in case it will help others. There's a chance this would have been evident from the manual, but I couldn't get the manual to open.

Anyway, I enabled DP 1.2 in the first monitor and disabled it in the second from the start, as this was clear from online instructions.

What wasn't clear was that, evidently, the U2415 will not output through the mDP. mDP to DP did not work. Instead, I noticed that while you can only select from one regular DP input there are two such ports present. Perhaps one of them was an output? I reversed the cable between monitors so it was going second DP to mDP, and then daisychaining worked. 

I don't know if either DP can serve as an input or an output, or if one is specifically an input and the other specifically an output.