I have same problem with HP Ultraslim dock. I have here 2 display ports and connected 2 HP E233 displays. When both displays are connect into DP ports it acts like one external monitor. In settings I can see only one display. When I one of them connect with VGA cable, I can see both of it. But VGA connection is weird and I would like to make it work over DP cable.
This is because of technology of this doc. It uses Multi-Stream Transport (MST) that macOS doesn't support. You need to buy different dock that supports macOS.
Did you ever find a fix to this. I have the same issue with the 840G5 using the same monitors and UltraSlim doc. https://www.tonymacx86.com/threads/dual-screen-mirrors-wont-extend.213175/post-1959058
I have same problem with HP Ultraslim dock. I have here 2 display ports and connected 2 HP E233 displays. When both displays are connect into DP ports it acts like one external monitor. In settings I can see only one display. When I one of them connect with VGA cable, I can see both of it. But VGA connection is weird and I would like to make it work over DP cable.