You should have below
General>Login Items Enabled
Privacy & Security> Screen Recording & Input Monitoring.
Also I would update to latest version if you haven't already 1.10.0 build 117
When I was using this dock I used both display ports as the HDMI is set for ALT mode which your MacBook doesn't support. This is the reason I changed dock so I had three active ports.
Maybe try using only display ports if your monitors can support this
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MacBook Air 15” M2 Midnight
3x Dell U2723QE 27” 4K
Alogic DX3 Dock
DL 1.10.0 Build 117
Sonoma 14.1.1
My Setup
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