Ah, thanks for reminding me that I needed to follow up on this thread with my solution.

The external GPU looks really nice. I find it interesting that it does not have dual monitor outputs. It's got a USB hub and some Thunderbolt pass throughs, though, so you could still daisy chain stuff downstream from it, but it's not a dock replacement. No ethernet or audio connectors, for example.

My final working solution is this:

I got a Caldigit TS3 Plus and I am very happy with it. They were sold out at first, so I got on the preorder list and it arrived a couple weeks later. The TS3 Plus is still not the perfect solution because I still have to deal with multiple peripheral dongle adapters to get all my stuff working. What this world really needs is a dock with dual monitor outputs along with all the other stuff that's in the TS3 Plus.

In the meantime, here is my current desk setup which is working well:

Windows laptop:
- Single-cable dock: USB 3 connection to my existing DisplayLink dock.
- DVI outputs from DisplayLink dock go into the DVI inputs on my existing dual monitors.

Mac laptop:
- Single-cable dock: Certified high speed thunderbolt cable to Caldigit TS3 Plus dock (you choose cable length when you order the dock).
- Video output port on the TS3+ is unused.
- Thunderbolt port on the TS3+ has a dual-HDMI thunderbolt adapter plugged into it.
- HDMI outputs from the dual-HDMI adapter go to the HDMI inputs on my existing dual monitors.
- As long as I don't try to use the video output on the TS3+, nor try to plug another video adapter into that same side of the Mac, then both monitors always work. I cannot drive a third monitor from that side of the Mac, regardless of docks or daisy chaining, due to the aforementioned "two monitors per thunderbolt chip max" limitation on macs.

Now I can switch displays between the Windows and Mac computers just by tapping the "input" button on the front of each monitor.

USB stuff:
- Peripherals which I only use with the Windows computer are plugged into the USB ports on the Displaylink dock.
- Peripherals which I only use with the Mac computer are plugged into the USB ports on the TS3+ dock.
- I have a USB3 hub which is the "common" hub for both systems, hosting the peripherals which are used by both computers.
- There are USB extension cables (with female "A" ends) coming from each dock, as well as the upstream cable from the USB3 hub. I have placed the ends of these three cables where I can reach them. When I switch between using the Mac and the Windows computers, I swap which of the docks gets connected to the USB3 hub, by swapping the extension cables.

The extra monitor for the recording booth:
- When I need to go into the booth, I have a thunderbolt single-HDMI adapter that I can plug into the other side of the Mac. As long as I don't plug it into the same side of the Mac as the TS3+ dock, then all monitors work.
- This is the one thing that breaks my "single-cable dock" goal, but since I don't need the booth monitor very often, I think that's OK.

In the end, I think this is a lot of trouble to go to for docking multiple computers. Everything will be USBC soon enough and I'll have to redo it all I suppose.

Long-term, I expect we'll get the ability to use any/all external displays wirelessly like they do in The Expanse. If you haven't seen the series, all handheld computers can cast to any nearby video or holographic display just by gesturing at the external display with the handheld device. It's quite elegant. The concept of "flinging" to an external display is something that predates the series, but I think they handle it well.