macOS Catalina 10.15.4 - MacBook Pro Retina, mid 2015 - dual screen bug
Besides trying the normal stuff like Resetting NVRAM and SMC, you might want to double check your Energy Saver settings and make sure "Automatic graphics switching" is enabled.

If you still have trouble, check under the About This Mac--> System Report--> Graphics/Displays. Then take a picture of that and send it over. I'm curious if your MacBook Pro is having trouble with the AMD Radeon card or the drivers that support it.