U2415, Dual, Macbook Air 2015

I would like to connect a 2015 Macbook Air to two Dell U2415 screens with daisy chain. My configuration is the following:
Macbook Pro Air 2015 -- mDP out to DP in -- Screen 1 -- DP out to mDP in -- Screen 2
With the following configuration, the Macbook works with 2 screens: one from the mac, and the 2 Dell screens acting as a mirror. When I select DP 1.2 on Screen 1 to activate the MST, both screens will go black. The Macbook Air detects another active screen but they are black. I have the same issue when I'm connected to a single Dell screen with DP 1.2. I have tried to use a Macbook Pro Retina 2015 but I have the exact same issue. Any one can help?