U2719D, MacBook Pro 13" 2012, not connecting

Hello. I'm trying to connect my new Dell screen to my MacBook, hoping to get 2560x1440 on the screen. It connects fine using HDMI, but of course that only gives me 1080.

So I'm connected using mDP to DP cable, plugged into one of the two Thunderbolt sockets on the MacBook, which should operate as a mDP port, I believe....

It works fine at 2560x1440, when it has connected, but in order to connect I have to reboot every time I restart using computer after allowing MacBook to sleep. I suspect it is something to do with the "handshake" between MacBook and Dell that is not working correctly. One thing I have noticed is that when I try to connect by HDMI, but with HDMI cable disconnected, the Dell searches for the HDMI for 4 minutes before going to sleep. Whereas when I try to connect with Thunderbolt/DP, the Dell goes to sleep within a few seconds of trying. I've read somewhere that this does not give time for the connection to be made. 

It seems odd that it tries for 4 minutes to connect by HDMI but only a few seconds to connect by DP. That sounds like a Dell firmware issue possibly?

Is there any way I can get the MacBook Pro and the Dell communicating reliably at 2560x1440?  Help!

Thanks