Another Surface Pro user here. I was very frustrated today when I received my Kensington s3500v and had the same problems as you guys, however I found that another person with the same issues used a USB 2.0 cable INSTEAD of the one that comes in the box.
After doing that and rebooting, the device works fine. I have mouse, keyboard, 2 monitors, and ethernet hooked up and rolling along fine... and my wifi adapter re-appeared.
Hopefully Kensington/Microsoft address whatever is happening with USB 3.0 and their respective devices, but I'll settle with this solution for now.
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