Why is third monitor always mirroring one of my other two?

The problem with your setup does not have to do with the resolution, as others have hypothesized. The problem is that the dock you're using is not supported on macOS for a 3-display configuration.

In practice, the HP Thunderbolt docks require MST-support for multiple displays from the system before they can enable 3 separate displays connected to the dock. MST is not supported on macOS for this purpose(in contrast to Windows), as thus it simply won't work.

You can connect two of the displays to the dock (as you have already figured out). The third display you'll need to connect directly to the MacBook Pro in order to get it as a separate display.

As shown on Apple's website, there is a restriction on the number of monitors that can be used at the same time. If you want a more specific answer, could you post the resolutions of your monitors.

• Up to two displays with 5120-by-2880 resolution at 60Hz at over a billion colors.
• Up to four displays with 4096-by-2304 resolution at 60Hz at millions of colors.
• Up to four displays with 3840-by-2160 resolution at 60Hz at over a billion colors.

Additionally, it is possible (yet very unlikely) that your MacBook could not supply enough power to send all those bytes to your monitors (especially if you have other peripherals plugged in to your MacBook)