I was wondering and after some Googling it seems the dock is not using DisplayLink but some proprietary connector routing DisplayPort and USB3 which means it works with Linux well. This is awesome news.
The keyboard we discussed yesterday https://news.ycombinator.com/item?id=10334026 is less than an inch bigger in each direction -- I am wondering whether I could replace a laptop with that keyboard and the Surface Pro 4, hrm. It's possible now with 16GB.