My desktop is a Ryzen 2700X with 32GB of RAM. I really would like to pickup a TB3 dock at a point but am currently using RDP to my work laptop. Which works well enough over the local network.
What I wanted to respond to was your point about having your work machine be a powerful laptop so that you're prepared. I've been mulling over ditching the desktop for a Thinkpad X1 Extreme for the same reason. While I could remote into my desktop in a rare coffee shop scenario, it wouldn't work out if it were happening often.
So, basically I'm spitballing and have no real answers to your questions, sorry. Just wanted to reply and tell you I'm probably wrong about there being MBA + dock issues.
I used a Dell dock for years alongside my desktop, using 2 monitors to my laptop and 1 for my desktop. I'd like to get a TB3 dock and do that just as you are. And while unlikely at this point, given how much I like my Samsung, I may eventually have a Macbook Air. Which is not the best device but definitely a top tier throwaway easy-chair machine if not a little limited for the money, not having a 360 degree hinge.
Unfortunately there's tons of issues with egpus in Bootcamp installed Windows. I didn't realize it'd be so drastically different from a vanilla install.
I loved my old Samsung S9 laptop. That thing cost a small fortune but it was so powerful for its size.
Docks are obscenely expensive but the quality of life improvement is high. You're unfortunately very limited with the MBA, though. Perhaps see if you can replace it with a MBP?
I DO like having my "work" machine be a powerful laptop in the event that I need to travel or some emergency arises where I HAVE to find a coffee shop and write a PR without monitors, as much as I won't enjoy the experience.