How to enable an unsupported HP Thunderbolt dock on macOS Catalina
Solution 1:
How to enable an unsupported HP Thunderbolt dock on macOS Catalina
Your question answers itself - it's not supported.
There's a huge misconception regarding the compatibility of devices being connected to a host computer; it's not limited to Apple, this is applicable across the entire industry.
Just because a device is identified by the operating system, doesn't mean it's going to work with said operating system.
For whatever reason, Apple has decided that this particular dock is not compatible. It's a pretty safe bet that Apple isn't trying to prevent HP from encroaching on Apple's lucrative Thunderbolt 3 Dock business as Apple doesn't have one.
It's all about the sub-components
Just because a device utilizes a particular technology (Thunderbolt, USB, PCIe, etc.) doesn't mean that it will be compatible with your operating system. That dock is much more than a "USB-C/Thunderbolt 3 Dock." There's a video chip, a USB controller, audio (in and out), and even a network chip. To make all those components talk to the PCIe bus (part of Thunderbolt), you need a bridge (it's another chip). Any or all of these could be incompatible.
Thunderbolt (USB, PCIe, etc.) is merely the medium that connects peripheral devices to the host; you can think of it as the "road." While a large 18 wheeler (lorry for our UK friends) works on the road it doesn't mean you're able to park it outside your house. In other words, it's not compatible.
Manufacturer Blocks
Manufacturers put in these "blocks" to prevent you from using something because it's not supported. It could simply not work or it could crash or even damage your system.
Remember, there are multiple sub-components on that dock and Apple doesn't include drivers for every single device on the market. They include only what's necessary for their hardware. Bypassing the block doesn't magically make these components compatible with each other. Using the road analogy from earlier, you could pave a bypass around the imposed roadblock but, in the end, you still can't park that truck in your driveway.
But, it Charges!
Yes. This is expected behavior. Charging is a function that happens outside the scope of the OS. You can charge your Mac when turned off and even if the drive has been wiped. Your Mac and the dock are both USB-PD (Power Delivery) compliant meaning they both use the industry standard method to deliver power for charging. Since it's outside the OS, there's nothing to block nor is there the ability to.
Is the Macbook 12 inch's USB-C charger interchangeable with other USB-C chargers or devices?
TL;DR
Bypassing the block isn't going to make it work. There are sub-components to that dock like video, network, and audio that also must be compatible with macOS. If it was blocked by Apple or HP, it was done so for a reason - most likely there is incompatible or conflicting hardware present
Solution 2:
Super smug answer, I'll add some less smug information - I have both HP Elite and G2 120W TB3 docks which worked 90% perfectly in 10.15 (with the unsupported patch installed) - sound, USB3.0, thunderbolt passthrough/USB-C video, networking and charging. The only thing that didn't work was the Displayport based outputs (and VGA I assume but I never tested that). They're all based off pretty standard chipsets and don t need any drivers is MacOS. So yes everything you say is correct but if you jump across to Bootcamp it all works so its all in Apples court really.
The unfortunate current situation is that from what I can tell there is no patches available for Big Sur to enable Thunderbolt so on my Elite I only have USB-C pass through video (quite happily doing 4KP60) and charging. Lets hope something comes out in the future as there are lots of the HP docks turning up on eBay that are exlease and never used.