Leo says that Apple isn't using a standard connection spec with Thunderbolt. Could he use a Thunderbolt port on a Mac? Leo says that even with the same connector, a third party cable won't work.
From the Chatroom - SimplyCharlie is using a MiniHDMI with a Thunderbolt monitor and it works for him. He says daisy chaining may be the issue. Leo says that makes sense and it's likely Apple hasn't designed it with pass through video.