If the laptop goes to sleep, I cross my fingers that it won't break.
Other times, opening the lid crashes things.
It helped a bit to stop using the $300 Belkin dock I bought from apple for the Ultrafine, so it is only serving the third display - but issues abound.
I have had just terrible trouble with crashes as well on my brand new MacBook Pro this year, but connecting a LG Ultrafine and a Display Port (or HDMI via a DisplayPort → HDMI cable) display results in an unpredictable, crash-prone environment.