MST is a whole separate disaster. That cable advertises support for it at least. On the Windows side, I've had DP to DP cables not work even though they were supposed to. I only have the single DP to miniDP (and my 2011 Air couldn't drive it with MST anyway), but I assume it was a similar boat there. Maybe things are better by now.
Guess I'll snag a cable and try my luck. Looks like they're generally around $15-20 right now, which isn't too bad.