Before you return it, you might want to try different HDMI cables. I had an issue early on and swapping out the cable resolved it.
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Good tip!
It wasn’t the HDMI cable that was a problem. But replacing the HDMI-to-USB-C adapter resulted in a working setup.
Also: From the beginning, the Lenovo connected to the display through the HDMI KVM switch without difficulty.
So I plugged the cables and adapter into the Lenovo first, and made sure it worked there. Then I switched those same cables and adapters to the MacBook Pro.
And holy cow, it worked.
It seems when I attached everything for the first time, I needed to reboot the Mac. Fortunately, that only needs to happen the first time I attach the cables to the MacBook. After that I can just use the switch to toggle back and forth.
It’s not 100% reliable. Sometimes I have to toggle back and forth twice before the display lights up. But I think this solution is good enough.
I suspect that I’ll be getting another display within the next few months, either one with two HDMI ports, or a second display so that each machine will have its own display. But two displays seems like it might be inefficient use of desk real estate, as I can only use one display at a time.
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Does anyone have any recommendations for a podcast or forum similar to MPU that is windows focused? Are there enough of us who are using windows for a day job or other reasons that it warrants a sub-community here?
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Welcome. FWIW I was never a member of a MS forum, but there are probably several current and former windows users here.
Soon after I fell back in love with the Mac, in 2002, I decided never to accept a job that required Windows. In 2010, I changed that to “Never accept a job, period” 
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The initial reason for my switch was that I needed a laptop that I could use as a desktop replacement. The better Windows laptops have powerful CPUs that run hot. I wanted a laptop that didn’t make my hands sweaty or bother me with constant fan noise. And that has a great battery. MacBooks are the only game in town for this, so did a bunch of research about Mac versions of my apps then decided to try one out (MBP M1 Pro 16 with 32GB/1TB).
Shortly after I got it, I discovered Alfred. Game over. I had been using Listary Pro on my PCs to find files and folders, and wouldn’t have wanted to be without such an app. Alfred is an order of magnitude better. Now I’m also using KM, BTT, and Karabiner (as well as ItsyCal, Gestimer, DropZone, Default Folder X, Rectangle Pro, SoundSource, HandMirror, and Bartender).
The Mac OS and iOS developer community, especially for automation apps, is excellent. As are communities like Mac Power Users. 
And now I’ve added an iPhone 14 Pro Max and an Apple Watch Series 8 to my MBP and the iPad Pro 10.5 I’d been using for four years. The interoperability between devices is a huge benefit.
There are a number of things I miss. Windows Explorer is much easier to use than Finder, because it remembers your windows and sorts between uses (including your last-used sort for each specific folder). I close at least 10 Finder windows a day (the “open new Finder windows in tabs” feature has never worked for me) and it never saves my sorts or windows/column layouts. It’s a continual pain, even though it has some nice features (especially tagging) compared to Windows Explorer. But the Mac experience overall is MUCH nicer.
Re the iPhone (off-topic, I know), the hardware is fantastic, especially the screen and the speakers/speakerphone. But the keyboard, alarm, text notification alerts, and notifications in general are antiquated. Android is so far ahead in these areas that I almost returned my iPhone and Apple Watch last week. But overall I like the whole Apple package better, and I’m keeping the MBP, so I’ll deal with these aspects until Apple catches up.
Next up: a Studio Max 32GB/2TB or a Mac Mini M2 Pro after the October announcement! 
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Nice to know. I could have used that many times in the past. But will I remember when I need it next time? Who knew I would find solutions to Windows problems in a Mac forum…
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The KVM switch became sufficiently unreliable that I unplugged it and will return it. I’m back to hand-switching cables to change which computer is connected to the monitor.
Muscle memory for modifier keys is making me bonkers. I just tried to copy the preceding paragraph by hitting Ctrl-C. Sigh.
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That doesn’t get any easier after using both daily for about 10 years!
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Sad but true. Trips me up multiple times a day.
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If you want, you can make most of the shortcuts on Windows the same as on Mac with the PowerToys Keyboard Manager. Microsoft PowerToys | Microsoft Learn
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I use Windows, in a window, on my Mac. At least Citrix does let me use Cmd-C on the Windows box. However macOS doesn’t care about Ctrl-C.
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It’s an easy step to create a keyboard maestro macro for this. Create a macro that is triggered by Control-C. Have the macro simulate Command-C.
The power of KM!
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Hardware is also a major factor, especially in corporate environments where you often have little or no choices. I was recently given some generic Dell laptop by my work and it’s just painful to use. Trackpad is mushy and inconsistent, battery life is awful, and screen resolution genuinely strains my eyes.
Windows has certainly come along way, but I still find if you go even slightly below the surface with configuration or settings, it’s like an archaeological dig through the last 30 years of Windows.
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Variety of hardware choices is both a strength and weakness of the Windows ecosystem. The Lenovo laptop I was issued by my employer seems like a nice piece of kit. I like the Trackpoint as a pointing device. I like the keyboard a lot.
And consistency over 30 years is helpful. I was a Windows power user before I was a Mac Power user. My brain still seems to retain a lot of knowledge.
However, I’m trying to decide whether to talk to my manager about using my personal MacBook for work. I would prefer it. but I don’t want to make a fuss at this stage of my employment. I have a very tiny supply of political capital—do I want to spend any on this issue?
No. Really, don’t use youe personal hardware for work. They won’t relace/repair it, and it really is good to keep work/personal separate.
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Yes!!! This drives me bonkers and epitomizes why I will never, ever willingly choose Windows over Mac. They just layer old over new, without worrying if old overrides new. And why would you design it so you need to go to more than one place to correct a problem??? (I’m looking at you Control Panel and Settings and how you both control the SAME sound options).
Valid point. But two computers create a LOT more complications.
Set up an L-shaped desk, even if you have to use a TV tray for one leg of the L. Put whichever computer is “main” on the desk in front of you. Put the other computer on the L. Do not share a keyboard between the two. Then you have to swivel your chair 90 degrees back and forth between them. Positional- and muscle-memory will soon differentiate them in your mind.
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How so? I have two computers and have no problem separating work and non-work.
This is excellent advice and it is how my workspace is set up. As you know I share a monitor, it is where the two legs of the L meet. I face one way when working, one way when not.
I learned long ago how to separate the two. Even if I was using a personal machine for work I would have two computers, with one dedicated to work only. At the end of the work day the work machine is shutdown. And work is done.
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