Information
Monitor_1: P2421DC, Firmware M3C103
Monitor_2: P2421D,   Firmware M2C102

Configuration
Source 1: [Desktop PC MST Compliant]   DP Out-> Monitor_1 DP In -> Monitor_1 DP Out -> Monitor_2 DP In
Source 2: [Precision 5520 MST Compliant] USB-C Out -> Monitor_1 USB-C In -> Monitor_1 DP Out -> Monitor_2 DP In

*When MST is enabled all displays are functioning as expected in the daisy chain. 

Problem

Source Input Auto Select is not functioning correctly in MST Mode. 

Troubleshooting Steps

Case 1: MST = DISABLED, Auto Select = ON, Auto Select for USB-C = Prompt for Multiple Displays

To test whether or not source input auto select was working at a base level, I disabled MST. Monitor 2 was just duplicating but that was besides the point for the test case.  Auto select worked as expected for all tested scenarios.

• Test 1: Monitor 1 DP Selected. Source 1 and 2 asleep. Source 2 (USB-C) woken. Monitor 1 switched to USB-C [SUCCESS]
• Test 2: Monitor 1 USB-C Selected. Source 1 and 2 asleep. Source 1 (DP) woken. Monitor 1 switched to DP. [SUCCESS]
• Test 3: Monitor 1 DP Selected. Source 1 and 2 awake. Source 1 (DP) put to sleep. Monitor 1 switches to USB-C [SUCCESS]
• Test 4: Monitor 1 USB-C Selected. Source 1 and 2 awake. Source 2 (USB-C) put to sleep. Monitor 1 switches to DP [SUCCESS]

Case 2: MST = ENABLED, Auto Select = ON, Auto Select for USB-C = Prompt for Multiple Displays

• Test 1: Monitor 1 DP Selected. Source 1 and 2 asleep. Source 2 (USB-C) woken. Monitor 1 switched to USB-C [SUCCESS]
• Test 2: Monitor 1 USB-C Selected. Source 1 and 2 asleep. Source 1 (DP) woken. Monitor 1 displays "No Source for USB-C". [FAIL]
• Test 3: Monitor 1 DP Selected. Source 1 and 2 awake. Source 1 (DP) put to sleep. Monitor 1 switches to USB-C [SUCCESS]
• Test 4: Monitor 1 USB-C Selected. Source 1 and 2 awake. Source 2 (USB-C) put to sleep. Monitor 1 displays "No Source for USB-C". [FAIL]

Case 3: MST = ENABLED, Auto Select = ON, Auto Select for USB-C = NO

• Test 1: Monitor 1 DP Selected. Source 1 and 2 asleep. Source 2 (USB-C) woken. Monitor 1 displays "No Source for DP" [FAIL]
• Test 2: Monitor 1 USB-C Selected. Source 1 and 2 asleep. Source 1 (DP) woken. Monitor 1 displays "No Source for USB-C". [FAIL]
• Test 3: Monitor 1 DP Selected. Source 1 and 2 awake. Source 1 (DP) put to sleep. Monitor 1 displays "No Source for DP" [FAIL]
• Test 4: Monitor 1 USB-C Selected. Source 1 and 2 awake. Source 2 (USB-C) put to sleep. Monitor 1 displays "No Source for USB-C". [FAIL]

Case 4: MST = ENABLED, Auto Select = ON, Auto Select for USB-C = YES

• Test 1: Monitor 1 DP Selected. Source 1 and 2 asleep. Source 2 (USB-C) woken. Monitor 1 switched to USB-C [SUCCESS]
• Test 2: Monitor 1 USB-C Selected. Source 1 and 2 asleep. Source 1 (DP) woken. Monitor 1 displays "No Source for USB-C". [FAIL]
• Test 3: Monitor 1 DP Selected. Source 1 and 2 awake. Source 1 (DP) put to sleep. Monitor 1 switches to USB-C [SUCCESS]
• Test 4: Monitor 1 USB-C Selected. Source 1 and 2 awake. Source 2 (USB-C) put to sleep. Monitor 1 displays "No Source for USB-C". [FAIL]

Thoughts

It seems I may have discovered a firmware bug. Others have stated for other monitor models that Auto Select is disabled when MST is enabled. This makes sense to protect for inputs that are not MST compliant like HDMI or VGA. For the P2421DC, Auto Select is not disabled or greyed out when MST is enabled. My desire is for Aut0 Select to function for the DP and USB-C when MST is enabled and Auto Select for USB-C is set to NO. Any help would be greatly appreciated! Also sorry for the long winded post.