Daisy Chain 2 Dell monitors to MacBook Air (mid 2011)

MacBook Air cannot drive more than one external display.

I have Dell Ultrasharp U2713H and U2711 on my desk and I have tried daisy-chaining them with MacBook Air:

• late 2010 (with mini DisplayPort),
• mid 2011 (with Thunderbolt interface).

MB Air recognized only the first monitor in chain. Second display in chain mirrored the first one. Your error message is probably caused by signal cooked for U3014 (2560×1600) being fed to U2711 which cannot handle resolution higher than 2560×1440. Have you had lowered the resolution, you might have been able to see mirrored desktop on U2711.

At the moment I do not know (have not been able to find any information) whether macOS included drivers do support MST feature of DP at all.

There is an article About Thunderbolt ports and displays by Apple explaining how many of displays are supported with which Mac (though it does not explain why macOS does not support features (e.g. MST) with some configurations which Windows does support it (see Ed Andersen comment)).