The power supply comes from the Huawei power supply unit (USB-C), which is plugged into the dock. The dock itself does not "deliver" any power.
I do what you describe every day with my macbook (charge my notebook and use an external screen at the same time).
With my HP Spectre laptop with USB-C, the thing works perfectly under Ubuntu Linux (LAN, HDMI, SD, USB, charging) - as mentioned, it gets quite warm, but that doesn't hurt ;)
After some research I noticed that this dock needs Thunderbolt 3 to work correctly, i.e. all laptops with Thunderbolt 3 (XPS 13, HP Spectre) should work. However, as far as I know, no laptop in the Envby range has Thunderbolt, so this adapter is probably not applicable...
It worked for me as a hub, i.e. USB, HDMI, LAN. However, charging via USB-C did not work, neither on a Dell XPS13 nor on an Asus ZenBook. The LED indicating that power was being drawn lit up, but the devices did not receive any power.
So according to the product description, it should work with Windows 10. (http://www.lmp-adapter.com/userfiles/USB-C_Produkte_DB_E_MAI_2017.pdf?v=1510222583)
But I hope for your sake that you don't connect it directly to a modem but have an intermediate device with a little more protection. Or you are confusing your router with a simple modem.
I know this problem from my ThinkPad a long time ago. The solution at that time was to shut down the laptop (completely, not just sleep or something like that) and then remove the battery, wait 1 minute, insert it again and start. Somehow the laptop had saved something that only worked again after removing the battery.
Also there was the problem that not all power supplies on the dock worked. The dock should have its own power supply with more power. The normal laptop battery might be too weak.
Apple needs money, so only superdrives newer than 2010 work on the new Macs. Unfortunately, I also had to make this experience. Instead of rewarding Apple for this, I bought a cheap third-party Brutzler instead of a new Superdrive.
Yes, picture 3 is not correct. The rest are OK, i.e. the USB-C port is at the bottom of the LAN port. At least that's the case with the model I received...
Depending on the DELL monitor, you may not need an adapter at all, but an appropriate cable.
If it is a newer monitor, then it certainly has a Displayport connection or an HDMI connection.
You can connect it to your MBP in both ways. The HDMI cable on the HDMI port. The Displayport cable has a Displayport on one side and a MiniDisplayport on the other. If you reverse the cable, you can connect the MiniDisplayport end to the Mini Displayport of the MBP and the Displayport end to the monitor. We often do it this way :-)