Looking at the product specifications, spec sheet manual and download page for the HP dock you mention (links below), it does not appear to be a DisplayLink-based product.
Everything taken together would imply that the dock has a DisplayPort MST hub within the unit to provide multiple displays.
macOS does not support DisplayPort MST hubs. When such a device is connected to a Mac system, the typical behavior is to see a mirror image on every display (as you describe). This is an operating system limitation.
http://www8.hp.com/h20195/V2/GetPDF.aspx/4aa7-1869enw
https://support.hp.com/us-en/product...ment/c05861464
http://h10032.www1.hp.com/ctg/Manual/c06198592
https://support.hp.com/us-en/drivers...model/20092244