Question about docking stations with 3rd party software

Hello! So I have 2 macbooks- My personal one (M2 Max) and my work one (M4 Air).

I designed my 2-monitor WFH setup around my personal macbook since I had that first. I bought this docking station and hooked up everything- monitors, speakers, webcam, mouse, etc. into the docking station and when I hook my personal macbook into the docking station it all works great. However, it does ask that you download some of its third party software in order to use it fully, I think it's because it's technically screen recording the other monitors when you're using it?

But for security reasons I can't download that 3rd party software onto my work machine. When I try and hook it up the same way I get this message

https://preview.redd.it/l7hrdximmgng1.png?width=728&format=png&auto=webp&s=b10125649ace7a959b6ba35de65cc21d208f0226

I switched over to DisplayPort cables from HDMI to see if that changed anything, but got the same message.

So my question to you all- I'm happy to drop a few hundred bucks on a new docking station, but I would like to be as sure as possible that it will work with both machines, ideally without any 3rd party software I guess? Do yall have any particular recommendations for this case?

I searched the subreddit before posting, and saw a lot of people recommend CalDigit, but I want to confirm that no 3rd party software is needed with those. Also it looks like they only have USB hookups, and my monitors only have HDMI and DisplayPort so I'd have to get USB to HDMI cords I think. Thanks in advance to anyone that responds.