I've tried numerous times to get away from Ubuntu but nothing else seems to support HiDPI displays well enough. I hoping this changes soonish.
After several days of Ubuntu (and Fedora), I just gave up and installed Windows which works perfectly.
Both displays' native resolutions were automatically recognized. I don't remember if I had to manually select separate scaling factors or if Windows did it by itself, but I was relieved to have a working desktop so quickly.
Regardless of resolution or display, Windows will not work for me, I've got to have Linux/shell/ sane Python environment etc.