External Display – The monitor does not wake up after sleep when connected to a MacBook Pro with closed lids via a DP Mac

I usually use my Macbook Pro with the lid closed and the external monitor connected via Thunderbold (Mini DisplayPort) to display the DisplayPort cable. The problem is that if the Mac is sleeping and I press a key (or more) to wake it up, the Mac wakes up (I can hear sounds), but the monitor does not, I've been waiting for minutes and still does not wake up. What I have done so far is to press Ctrl-Shift-Power (standby short cut) twice, and the monitor will be activated. Except for the mentioned edition everything works fine.

When I'm working in dual-monitor setup (with the lid open) and pressing any key on the Mac to wake it up, the monitor also wakes up.

I've already done it and reset SMC as described here, although I did not get any visual clues as to whether the procedure worked or not and the problem still exists.

Any ideas on how to solve this problem?

INFO:

MacBook Pro (Retina, 15 inches, mid-2014)
Graphics Intel Iris Pro 1536 MB
macOS Mojave 10.14.1 (also had the problem with the previous version 10.13.XX)
Monitor the HP Pavilion 32-inch QHD