So, with the additional dmesg output from kernel 4.15, the following appeared
interesting:

[   43.356569] [drm] DC: create_links: connectors_num: physical:3, virtual:0
[   43.356583] [drm] Unsupported Connector type:14!
[   43.356588] [drm] Connector[1] description:signal 4
[   43.356617] [drm] Unsupported Connector type:5!

If I understand drivers/gpu/drm/amd/dal/dc/core/dc_link.c correctly, the
following connector types are supported in construct()

CONNECTOR_ID_HDMI_TYPE_A
CONNECTOR_ID_SINGLE_LINK_DVID
CONNECTOR_ID_SINGLE_LINK_DVII
CONNECTOR_ID_DUAL_LINK_DVID
CONNECTOR_ID_DUAL_LINK_DVII
CONNECTOR_ID_DISPLAY_PORT
CONNECTOR_ID_EDP

else the following code will print the above error message

                dal_logger_write(dc_ctx->logger,
                        LOG_MAJOR_WARNING, LOG_MINOR_TM_LINK_SRV,
                        "Unsupported Connector type:%d!\n", link->link_id.id);

According to display/include/grph_object_id.h

CONNECTOR_ID_VGA = 5
CONNECTOR_ID_LVDS = 14

which would explain why no working connectors are found. I will try to find an
HDMI monitor to see if it lights up with amdgpu DC.