I've got two TB docks attached to the two TB3 ports on my 2019 27" i5 3.6 iMac.
One is TB3 attached direct - a Glyph TB3 Dock that contains an NVMe 1TB SSD (from which I usually boot Catalina).
It can drive a Dell 30" monitor with its DP port. It also has USB 3/3.2 ports and a high speed SD card slot. It also has Audio in/out. Everything works as designed.
The other dock is a TB2 Caldigit TS2, connected via an Apple TB3-TB2 adapter. All the USB 3/sSATA/HDMI ports work fine, and the TB2 through port drives further TB2 HDs and an Apple dual-link DVI-D adapter which can also drive the Dell monitor (or another monitor).