How to connect two Dell P2415Q 4k displays to MacBook Pro 2016
I'm not sure why you would go from a Thunderbolt 3 connection to a Thunderbolt 2 to DisplayPort rather than go directly from Thunderbolt 3 to DisplayPort.

A general rule of thumb in tech (and for many areas in everyday life) is reduce complexity to increase reliability.  The best (IMO) solution would be to go from native DisplayPort to DisplayPort.  

The Thunderbolt ports on the MacBook Pro actual have DisplayPort as a native signal (on a type C connector), so this Cable Matters USB-C to DisplayPort 4K  should fit the bill.