I've been successfully using the CalDigit USB-C pro dock for a couple of days. Today I think I blew it somehow. I sent this email to CalDigit, hoping they respond well.
Hi. I have successfully used a USB-C Pro dock with my MBP for several days (all technical details below). Today, the screens all went dark while connected to the MBP in clamshell mode. I thought the MBP had rebooted, but no reboot was happening. So I disconnected it from the dock and opened the screen, only to find everything there. I tried replugging the dock into each TB port, nothing. I disconnected everything from the dock and tried it again, nothing. I plugged in an external CD drive to the dock, which spun up, so the dock is indeed getting power. I rebooted the MBP, and tried again, still no light on the dock, and no indication of power draw on the MBP. In terms of connecting it to my laptop, it appears to be dead and unresponsive.
I am using a new 16" MacBook Pro, base model+1Tb SSD, running OSX 10.15.2. Plugged into the dock were a 4k monitor (Displayport), a HD monitor (Displayport), an external USB with some hard drives, and the ethernet cable.