HDMI works for me without any problems. Dock is connected to the Lenovo Legion Y530.
So unfortunately I cannot help to solve the problem.

It may well be a quality problem. I had to send back 2 docking stations from another brand in a similar price segment before this one worked without any problems. Maybe you just got a defective model.

I only use the two HDMI outputs. Do they both work?

This depends on your computer's USB port. It must be equipped with "thunderbolt" technology to be able to use a docking station with screen.

Unfortunately, I can't help as I don't need a docking station.