U4021QW, Latitude 7520, no audio to monitor or external speakers

@no one 0101  Typically in this type of setup, audio would be carried as part of the DisplayPort video signal that runs over USB-C/Thunderbolt. In that case, you should see an Intel Display Audio device in your available sound output devices in Windows. If not, did you try reinstalling your GPU drivers when you were working on reinstallations? I just helped somebody else here with a similar setup (though a different display model), and they found that they needed to uninstall and reinstall those drivers to get that audio output target, and then it worked.

As for powering up your system, actual Dell docks include a Power button to control the system, but now that you mention it, neither their USB-C nor Thunderbolt displays do, even though they do amount to displays with built-in docks. But if it’s missing, then there isn’t any other way to power up the system.

Uninstalled and reinstalled the Intel(R) Iris(R) Xe Graphics driver but no change. 

@no one 0101  Do you even see an Intel Display Audio output device under Settings > System > Sound?  Do you have some other way to verify that audio passthrough on the display is working, such as connecting an HDMI source device that sends audio over HDMI, like a media device (Roku, Apple TV) or game console?

Apologies for the late reply, I had not see your follow up earlier.  After a few days of docking and undocking and power cycles this morning I noticed that I have the Dell U4021QW (2-HD Audio Driver for Display Audio) listed as an option and the speakers in the monitor are indeed working.  During my initial setup this had appeared once but gone away after a reboot, in other words I once again only had the local speakers.  I will report back after a few reboots to confirm that the monitor's speakers continue to be listed.

So I completed a couple of reboots with the laptop docked and the monitor's speakers are once again gone.

I can confirm that this sequence brings back the monitor's speakers.  Power down docked laptop, power up laptop undocked.  At this point I still have only laptop speakers and the headphone line is not recognized when I plug in head phones.  I leave the non recognized headphones in and reboot and now the undocked laptop recognizes the headphones.  Power down the laptop, reconnect it to the monitor/dock via TB and now the monitor's speakers become available.

Updated the graphics driver to Intel-UHD-Graphics-Driver_WVR9F_WIN64_27.20.100.9565_A05_01, no change.  Next I completely uninstalled the Realtek driver (and deleted all corresponding files) and reinstalled and still no change.

I have the same issue, but i'm connected to a Optiplex 7060. Have there been any updates?

Is the Dell Audio device not available or just not selected?  I find that clicking on the speaker icon on the right hand side of the task bar allows me to select between all available audio output devices. If I've been using Teams the monitor can sometimes get deselected.