I had this same issue when trying to PXE boot the Surface 4. For me it was a driver issue. I needed to load the NVidia graphics and Surface Pro 4 Dock driver into the WIM used for the image.
I updated my 64-bit WinPE WIM file with the following drivers:
- 64gh4308.inf for the NVidia graphics
- msu30x64w8.inf for the Surface Pro 4 Dock
After getting into PXE I ran into a separate error where I was not able to get an IP using the Surface Pro 4 dock. I solved this by using a USB to Ethernet from dell. This did require me to add its drivers to the 64-bit WinPE WIM. If you run into the same issue I would suggest trying the USB to Ethernet but I have a tip. When trying to run the image, at least for me, the Surface Pro 4 would not boot to PXE without the dock being used. Once it booted into PXE it was not be able to use the dock Ethernet connection. I added a second bare metal server for the USB to Ethernet, added it to my image template task and tried again. I could see PXE switch to this connection and acquire an IP. This was confirmed in the LANDesk management console.
If you need instructions on how to add drivers to your WIM file you can find them here: How to add drivers to WinPE for Ivanti EPM OS Provisioning
The Surface Pro 4 drivers for the NVidia graphics, and everything else, can be found here: Download Surface Pro 4 Drivers and Firmware from Official Microsoft Download Center
The Surface Pro 4 Dock drivers can be found here under the name Surface Gigabit Ethernet Adapter: Download Surface Pro 3 from Official Microsoft Download Center