I'm having the same problem's with our Surface Pro 4's (I'll be referring to them as SP4 from now on). I've confirmed that I can UEFI PXE a dell 9020 pc so I know my DHCP server is working for UEFI. For reasons unknown when I try and PXE my SP4's I'm getting the following:
>>Start PXE over IPv4.
Station IP address is x.x.x.x
Server IP address is x.x.x.x(Our SCCM server which is also running WDS)
NBP filename is SMSBoot\x64\wdsnbp.com
NBP filesize is 30832 Bytes
Downloading NBP file...
Succeed to download NBP file.
Then my SP4 will reboot back to the "BIOS" because I've disabled IPv6. I've updated the firmware on the SP4 to the latest available from Microsoft. I'm not sure why the SP4 is getting pointed to the wdsnbp.com file since I've got DHCP pointing client's to wdsmgfw.efi...
Any thoughts would be greatly appreciated.