Open the online U2419H User's Guide to 9 to see port numbers.

Based on the online Surface Dock 2 guide, it has two USB-C/DP ports. So you would connect in this way =

Surface Dock 2 left USB-C/DP port --> USB-C to DP cable --> First U2419H #3 DP in port
Surface Dock 2 right USB-C/DP port --> USB-C to DP cable --> Second U2419H #3 DP in port

IF the Surface Pro 5 and Surface dock 2 support a monitor DP MST daisy chain (Dell would not know this), you would connect like this =

Surface Dock 2 left USB-C/DP port --> USB-C to DP cable --> First U2419H #3 DP in port (Menu- Display- MST On)
First U2419H #4 DP out port --> DP to DP cable --> Second U2419H #3 DP in port