The dock works with two external screens (1440x2560) without any problems, regardless of whether the internal laptop display is used or not. The display on the laptop screen is rendered via the notebook's own graphics chip, while the display on the external screens is rendered via the dock and thus via the CPU of the notebook. Since your device has an Intel Core i7-7500U, the screens should also run smoothly - a few FPS lags now and then are absolutely normal with a USB dock for external screens.

Works fine for me, but I "only" use it with the internal 4k and two additional 1920x1080.

So I have a Lenovo Y700 connected and it works fine with two external screens. Even the configuration 1 laptop screen + 2 external ones works.