Am I Trying to do Something Stupid?  

@tpa77l3, I would recommend using 2x DisplayPort to DisplayPort cables to power 2x of your LG 4K monitors from the PowerColor Mini Pro. Then HDMI to HDMI cable to the third one.

@itsage, thanks for the reply. That's what I have ended up doing. I'm, just curious to know why the first cables didn't work.

@tpa77l3, Those cables don't always work bidirectionally because the monitors may or may not support that feature.

Those cables don't always work bidirectionally because they are not bidirectional.

Some USB-C to DisplayPort cables are bidirectional (like the one from Moshi or Alogic). Bi-directional means you can also use it with DisplayPort output of GPU to USB-C input of display. The cable you linked did not mention bidirectional capability.

USB-C to HDMI cables can only work in one direction -> USB-C output from GPU to HDMI input of display. If you want to use HDMI output of GPU, then you need a HDMI to DisplayPort converter combined with a bidirectional USB-C to DisplayPort cable.

Not all displays with a USB-C port will work with a bi-directional cable that does not include a USB signal. Some displays with that problem may work with a subset of those cables (for example, the Alogic cable works with the 22 inch LG UltraFine 4K display but the Moshi does not).

https://egpu.io/forums/gpu-monitor-peripherals/does-a-usb-c-monitor-support-displayport-input-over-a-usb-c-to-displayport-cable/paged/4/#post-79127

@joevt, Thanks. I've tried the Moshi cable without success. I have a look for the Alogic next.