I fixed this by using this dock Lenovo ThinkPad Thunderbolt 4 Workstation Dock - DK2131
A TB4 dock fixes most problems, but I have to hack the EDID to disable YCbCr and force RGB, or the colors look like absolute shit. The external monitors still look significantly worse under macOS than either Windows or Linux, and I have no idea why.
External display handling is easily the worst part of using a Mac for me.
Using more than is explicitly mentioned that is supported, you mean? I mean yeah, duh.