Check the Thinkpad firmware settings to make sure the external monitor and/or dock GPU is the primary display which is effective during boot. On some PC's though you will then see nothing during boot on the laptop's own screen, sometimes even when the laptop is standalone. If Initial Graphics Device is set for "Auto" instead of a specific device, that may be OK but also may not be any different than you have now.
The external monitor may also have multiple inputs to choose from, like VGA, DVI, HDMI, which also might be set to "Auto" scan for which one is active, and that can sometimes take more time to succeed than it takes to boot. If so, using the Input Option settings on the external monitor you may be able to specify your preferred input connection exclusively, or as default, and then be able to see something during the time that it's blank now.
The external monitor may also have multiple inputs to choose from, like VGA, DVI, HDMI, which also might be set to "Auto" scan for which one is active, and that can sometimes take more time to succeed than it takes to boot. If so, using the Input Option settings on the external monitor you may be able to specify your preferred input connection exclusively, or as default, and then be able to see something during the time that it's blank now.