Yes, so so many issues. I thought it was a hardware issue at first but I'm on my 2nd T480s and it's on it's 2nd motherboard. I originally bought the Thinkpad Thunderbolt 3 Dock, thinking compatibility would be great since it's made by Lenovo and listed the T480s as compatible. Nope. After months of troubleshooting, replacement computers, replacement docks, Lenovo finally offered to take the docking station back and give me my money back. The T3 dock would completely disconnect from my monitor, keyboard and mouse randomly, and repeatedly, throughout the day. It was totally unusable.
Since t hen I have tried two different off-brand Thunderbolt 3 and USB-C docks from Amazon and this one is the one I'm currently using as my daily driver. It's not perfect, but works better than the other. The only major issues I have using this one are waking from sleep (just doesn't work, ever. Have to unplug and plug back in a couple times to get it to reconnect) and when I first plug in it often doesn't connect the display so I have to actually unplug the power from the dock and plug it back in 1-2x before it will work.
Seriously it's really frustrating that I haven't been able to find a decent solution that just works. Not sure if it's the ThinkPad's hardware/firmware/drivers, Windows 10 Professional, or some kind of conflict with software on my machine in particular. Was a Mac guy for years and years and never had issues like this. I love the keyboard and upgradeability of the ThinkPad but it seriously makes me wonder sometimes if spending the extra $$$ for a Mac would have been the better choice.
I use this guy:
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Got it for 50 bucks on an amazon lightning deal and dex works great with it.