After some initial problems, I found that the USB-C cable that came with the docking station didn't work well with my new laptop, which has a Thunderbolt 4 port Cable with a Thunderbolt cable (Thunderbolt cable certified by Cable Matters) The docking station was working properly. I also tried the docking station with an old laptop and it worked with the cable that came with Mediagear. Thanks to Mediagear Customer Service for the help.
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