Well there is no sleep in Windows - it's connected standby - which puts everything in low power mode but running. I ran W10 on it few months but don't recall having issues with conn stdby. Yeah definitely update to the latest BIOS though - 1803 issues maybe sorted by the update.
You can normally enable classic sleep in Windows by setting the CsEnabled key in registry to zero. That's how I'm doing it on my XPS 15 9570. Still trash of a laptop, but now it sleeps proprly :)