Sounds like a Bluetooth issue, which MAY be caused by interference.
Try to connect those pens from another location, away from other electronics.
If it works, You would not be the first who have found that WiFi routers, poorly grounded electronics, microwave communication dishes or towers nearby, or even a failing fluorescent lighting ballast is causing the trouble.
Eliminate that possibility with a test. Then let’s move to the next step.
Also, post your Windows Version and Build (Settings, System, About ...)
@andy1494 Dumb question, but have you changed both batteries in the Surface pen? There's two lithium ones in the top of the pen that power the Bluetooth as well as the AAAA battery (at least on my version of the Pro 3 pen).