I've got the exatly same problem. Some games refuses to run in fullscreen. I bought Toshiba Dynadock U3.0 in early december and everything seemed to work fine. I played through the whole Tomb Raider and than I downloaded Shadow Warrior and State of Decay from Steam.
Error massages and only windowed mode followed. I was thinking about crappy system and one weekend i've got nothing to do in work so I reinstalled my Dell Inspiron 7720. While having absolutely clean system I installed steam and Downloaded Shadow Warrior nad State of Decay again and it worked like charm. So I was thinging the problem is solved.
After returning home i installed toshiba dynadock with latest drivers and... Shadow Warrior runs only in windowed mode. I tried to download Brothers: A Tale of Two Sons and - the same problem.
So it's kind of sick to pay many for something that makes computer less usable than before even it should have make it more usable
So, is there any way how to solve this? Can't ask for refund after 14 days of ownership in our country, so it kind of sucks.