It might be that you have exceeded the maximum resolution that the graphics sub-system supports. From Apple's specifications for your Mac:
Simultaneously supports full native resolution on the built-in display at millions of colors and:
Up to two displays with 5120-by-2880 resolution at 60Hz at over a billion colors
Up to four displays with 4096-by-2304 resolution at 60Hz at millions of colors
Up to four displays with 3840-by-2160 resolution at 60Hz at over a billion colors
You'll have to keep your resolution settings below the figures listed above. My guess is that you may have one or more monitors that exceeds the specific resolution on one or more displays.
If, however, they do not exceed those specifications I would say that should warrant a call to Apple tech support (free support for the first (I think) 90 days) and see if they can troubleshoot the issue with you.