This solution is how to succeed in macOS Catalina 10.15.3 (19D76).
Dell TB16 Dock on Macbook Pro Thunderbolt does not work (macOS = 10.15.x)
Nice meet you and this page is @tomjyoutwit's update version!! (https://superuser.com/a/1354399/1147451)
Please follow this manual process carefully. It worked for me but i'm yet to get the display(s) working, but you may have more luck using the other display outputs on the dock.