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Make sure you tried swapping the wire as well with a working monitor.
Nvidia Surround should work. I believe I had that configuration before. There is a limitation with not having the same port type. I can’t remember if it had something to do with refresh rate, hdmi, color depth or something related. I do remember something working better when they are all on the same port type. In any case, by switching to hdmi, we are are checking to see if there is an issue with the DisplayPort on the monitor.
Side note, I do remember color depth in HDMI can go as high as 12 bit. Whereas Display port can only support 10 bit. Unfortunately, all modern graphic cards have more DisplayPorts and only 1-2 HDMI 2.1a ports. Not helpful for us triple-screen enthusiasts! 😆