I am guessing that you are simply undocking the SP3 (Surface Pro 3) while it is On or in Sleep/Hibernate, correct? Those always lead to DP (DisplayPort) issues when dock/un-dock.
* All three devices are on and connected
* Turn the SP3 OFF (shutdown)
* Un-dock it
* Re-dock it
* Turn it on. Do you see the flicker on the U2412M (Yes/No)