Re: P2415Q, ThinkPad T460, entering PSM loop
SP4 mDP out, P2415Q DP in, Windows 10 = PSM issue
ThinkPad T460 docked DP out, P2415Q DP in, Windows 10 = PSM issue
ThinkPad T460 un-docked mDP out, P2415Q DP in, Windows 10 = PSM issue
MBP TB out, P2415Q DP in, Apple OS = No PSM issue
From a P2415Q hardware perspective, you have shown that the fault is not with the P2415Q DP in port.
In all of the scenarios where the PSM issue happens, the constant is Windows 10. The fact that the MBP does not have this issue because of a different OS points to Windows 10 or the GPU drivers in Windows 10 as being the culprit.
It appears that the MBP, when entering its PSM, is still "initiating" the handshake from its GPU to the P2415Q. So no PSM message.
Conversely, the other systems with Windows 10, the handshake from the GPU to the P2415Q is actually being stopped and not restarted, thus the PSM messaging.