That probably depends on exactly what kind of connection your HP notebook has. I meant for the complete throughput, it really has to be Thunderbolt 4 as a connection, which is what the Macbook Pro of the new generations has. I deliberately only have one monitor via Thunderbolt / USB C and the second one directly on the notebook via HDMI. This means connecting two cables, but without any worries.

i have the same issue with my dell gaming laptop only detecting 1 monitor: when i connect 1 direct with hdmi and 1 over the dockingstation it works but thats not a satisfing solution how ever any other tested laptop work great over the dockingstation

maybe try to update your driver