Dell WD19TB Thunderbolt dock - Failed to authorize device

I figured this out, mostly by accident. In the BIOS, there are several settings related to Thunderbolt. One is "Thunderbolt Security Level," which defaults to "User Authorization." I changed this setting to "No Security," reconnected the dock, booted it up, and now it sees everything that is connected to the dock.

Now, when I look in "Devices -> Thunderbolt," the dock shows up as "Authorized."

Hope this helps someone in the future.