Every time I would lock my Surface Pro running Windows 10 it would disconnect from the network after about a minute or two.  This would cause certain applications to disconnect and quit working.  After some research I found the culprit was an Advanced Power Setting called "Console lock display off timeout" which by default is disabled from view and set to 60 seconds.  To enable this setting, simply:
 
  1. To enable the "Console lock display off timeout" setting follow these steps:
    1. Open the Registry Editor (Press Windows key + R on your keyboard to open the Run command and type regedit and click ok)
    2. Browse to KEYLOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Power\PowerSettings\7516b95f-f776-4464-8c53-06167f40cc99\8EC4B3A5-6868-48c2-BE75-4F3044BE88A7
    3. Double click on Attributes to open Edit DWORD Value and set the Value data to 2 and click ok
  1. Now that the "Console lock display off timeout" setting is enabled, you can set the value by following these steps:
    1. Open the Control Panel
    2. Click on Power Options
    3. Select Change plan settings
    4. Select Change advanced power settings
    5. Navigate to Display > Console lock display off timeout and set the timeout to whatever you want (in minutes)
    6. Note, you can also use the PowerCfg.exe utility to set the display timeout using the following commands:
      1. powercfg.exe /setacvalueindex SCHEME_CURRENT SUB_VIDEO VIDEOIDLE <time in seconds>
      2. powercfg.exe /setacvalueindex SCHEME_CURRENT SUB_VIDEO VIDEOCONLOCK <time in seconds>
      3. powercfg.exe /setactive SCHEME_CURRENT
  1. After going through this process, I also understand it may be possible to bypass the default screen timeout of 60 seconds following a locked system by setting the basic "Turn off the display" power setting to "Never"; however, this may not be ideal in many situations.
 It appears my surface docking station considered my surface asleep when the display was disabled after 60 seconds from when I would lock my system; therefore, the docking station disconnected causing my network connection to be lost.