Previously I have met all 3 types of sleep/awake issue (fresh login, 5K not wake up, all screen not wake up), now I have been away from the sleep/awake issue for 3 days, here are facts which may help:
1. Uncheck "Wake on Lan" and "Power Nap" in system preference, after this I never hit the "fresh login" issue, it is extremely possible that Power Nap causes a logout when sleep
2. DO NOT close MBP's cover until mac is completely slept, it may be hard to determine whether it is slept completely, my method is to connect a SD card reader to 5K external display, when mac is slept the light on card reader will close
3. DO NOT unplug the TB3 cable when mac does not fully wake up, a safer way is always unplug the cable when you logged in to desktop