USB C, along with data, has what are known as Alternate Modes where the devices can change the functionality of the pins at the connector to support different outputs.
For example some laptops can switch the port to Thunderbolt mode which supports some display modes but can also be used to carry PCIe data (encapsulated in the Thunderbolt protocol) which can allow the connection of external GPUs which are more powerful than the built in GPU. Thunderbolt implies a more
There is also an HDMI Alternate Mode, where a device with appropriate GPU hardware can output signals understood by monitors and TVs.
These Alternate Modes come with a price though: the device on either sides must negotiate or support the use of particular modes.
A phone is unlikely to support Thunderbolt mode. It is a locked down device with limited access to install custom drivers for PCIe devices such as graphics cards and other related things.
I would expect your phone to support HDMI Alternate Mode only. As a result you will only be able to use docking stations that also support HDMI mode. A docking station might support multiple modes and I suspect that the WD19 you listed might support HDMI/DisplayPort along with Thunderbolt, while the other devices may only support one particular mode such as Thunderbolt.
The WD15 and TB15 datasheet explicitly states it is a Thunderbolt Dock, most likely incompatible with your phone.
The WD19 on the other hand calls itself a "Dell Docking Station" rather than a "Thunderbolt docking station". And may well support HDMI mode amongst others.
The only thing you can do is ask the manufacturers which "modes" their stations support and use only ones that work for your device. You cannot easily convert one into the other.