Assuming you've already updated both your GPU drivers and your BIOS, if you haven't already, install the latest firmware for the built-in DisplayPort MST hub on that system, link here.  Note that you have to be docked and have at least one dock-attached display active when the firmware update runs in order for it to work.  I admit I'm not sure this will solve the issue given that you seem to be experiencing this even when using the built-in mDP port, but it may still be worth trying.

tnx for reply ; ) yes, updating dock mst hub firmware was done as one of the first troubleshooting steps

Do you have DP 1.2 mode enabled on all displays in the chain?  If so, try disabling it only on the last display in the chain, which wouldn't need DP 1.2 enabled.  Or try enabling it if it's currently disabled.  I long ago tried setting up a 3x U2415 display setup with a Latitude E5550 and could never get the third display to work properly.  I don't remember the exact details of what was wrong wrong, but I do remember messing with that setting changed the behavior, even though it shouldn't have. Since the person I was helping had an E-Dock, I ended up just using a 2x chain off one dock output and connecting the third display directly to the other dock output.  But drivers, system firmware, and display firmware and hardware revision have also likely evolved since then, and as you say this should definitely work since 3x 1200p displays is well within the bandwidth capabilities of DisplayPort 1.2.

Another long shot, but have you tried swapping DisplayPort cables around?

Thanks for advice! During playing with enabling/disabling DP1.2, i've realized that the issue is not with number of monitors.

So, for now, the banding issue exists with U2415 with DP1.2 enabled connected to E7470 Intel HD 520. So, one of three monitors affected when using both E-Dock DP ports, two of three when using laptop DP port. More, one of two monitor is affected when only two connected, and even more, when only one external monitor is connected banding appears right after enabling DP1.2.

I have several laptop models to try: E7450 (HD 5500), E7470 (HD 520), 7480 (HD 620), and a couple of monitor models with daisy chain feature: U2415 (1920x1200), U2414 (1920x1080).

And the issue is only reproducible with E7470 with U2415, 100% reproducible : (

No banding with older E7450 and newer 7480 with U2415.

No banding with E7470 with U2414.

I tried brand new cables, latest drivers, tried to reduce resolution - nothing changed the situation ; )

Looks like there is a similar issue with hd630, Intel HD630 New HDR driver problem on primary monitor

I will try to play with driver versions, will try fresh win10/ubuntu installations.