I also tested an HP G2 Dock [1], because its dual-DP ports gave me more options, only to find that macOS can only use those two ports as Mirrored to each other.
Apparently [2], this is because the HP G2 implements its two DP ports as DP1.4 MST (Multi-Stream) on a single link, and in that mode macOS will only support a Mirrored configuration. It cannot (as of Big Sur 11.1) use them as separate displays.
I'm told you can also use the HP G2 with separate displays by plugging one monitor into one of its USB-C outputs, kind of like how I'm using the CalDigit TS3. I tried the one labeled USB-C (DP), and that stayed mirrored, but apparently I should've tried the Thunderbolt downstream port instead. I returned the dock before I knew or could try this.
All this to say, I'm disappointed by the mess of an ecosystem that Apple has built around Thunderbolt 3. But I can't say I'm surprised.
[1] https://store.hp.com/us/en/pdp/hp-thunderbolt-dock-120w-g2
[2] https://medium.com/@sebvance/everything-you-need-to-know-abo...