Thanks for approving the drivers in Gatekeeper. The picture you’ve attached is quite interesting. I can’t say I’ve seen this kind of issue pop up before.
I want you to try the following. Disconnect the dock and leave it disconnected for now. Let’s then try an SMC reset on the Mac, and see if its screen comes back normally.
Choose Apple menu > Shut Down.
After your Mac shuts down, press Shift-Control-Option on the left side of the built-in keyboard, then press the power button at the same time. Hold these keys and the power button for 10 seconds.
(If you have a MacBook Pro with Touch ID, the Touch ID button is also the power button.)
Release all keys.
Press the power button again to turn on your Mac.
Then once powered on and booted back into macOS, hopefully the screen is back to normal. Now you can try connecting the dock again. I’d attach one monitor at a time to the dock as well.