I recently purchased two Dell P2419H monitors for the purpose of connecting them to my MacBook Air. Upon plugging the monitors in I am met with a message saying "No HDMI (MHL) 2 Cable" and "The display will go into power save mode". My MacBook Air is running macOS 11.7 Big Sur. 

I think the issue may lie with the way I have connected the monitor to my MacBook as I have daisy chained a bunch of cables and adaptors I had on hand to connect the monitor. My current connection goes Thunderbolt > DVI > VGA > HDMI. Could it be too many inputs or a potential unsupported input? I want to make sure before I purchase any more cables. 

Also, once I have connected a monitor, would it be able to connect a secondary P2419H using an HDMI to connect monitor 1 to monitor 2?

Thank you