I had exactly the same problem, thought there was something wrong with the display.

But it was the adapter that was at fault (I bought one of the best reviewed on amazon too). Turns out not all adapters work well with Thunderbolt 3 and especially with Cinema displays.

The on that worked for me was the one from Club3D, here's a link. Not cheap for an adapter but it completely resolved that issue for me.

(not sponsored at all, just had a bit of a headache with the exact same setup recently, and had a really hard time knowing what was wrong - so I'm happy to help!)