Interesting.The following Elgato support article says you can't do what you are doing as the DVI-HDMI will take precedence or the DVI-DP will take precedence... video to the monitor without precedence gets blocked... but I dunno.
http://help.elgato.com/customer/por...hunderbolt™-dock-and-multiple-display-support
"There can be up to two DisplayPort signals available on the Thunderbolt™ bus, depending on the Mac or PC.
When the DisplayPort signals come from the computer over Thunderbolt™, and travel into the Elgato Thunderbolt™ Dock, one of them is demultiplexed. That DisplayPort signal is ready to be used.
The demultiplexed DisplayPort signal is translated by the Elgato Thunderbolt™ Dock into HDMI. That leaves one DisplayPort signal still multiplexed in the Thunderbolt™ signal, for later use in the Thunderbolt™ chain.
That second DisplayPort signal can only be demultiplexed by another Thunderbolt™ device, like the Apple Thunderbolt Display, or by another Elgato Thunderbolt™ Dock.
If you connect a DisplayPort monitor to the Thunderbolt™ connection when the HDMI port is in use, the DisplayPort monitor will not light up. In this case, only Thunderbolt™ signaling is available at the Thunderbolt™ connection, which the DisplayPort monitor does not understand.
When you try to connect two non-Thunderbolt™ monitors to the Elgato Thunderbolt™ Dock, you can either get a signal over the HDMI port, or via DisplayPort, but not both at the same time.
If you choose to use a HDMI device, then one multiplexed signal remains, associated with the Thunderbolt™ port, available for Thunderbolt™ devices only.
If you choose DisplayPort (via the Thunderbolt™ port), then the Thunderbolt™ bus is terminated, when it comes to display signals. The DisplayPort monitor will work, but the HDMI port will not."