A slight modification of the workaround suggested by bjunix and the accepted answer is to put the right display in the Arrangement of Displays from System Preferences virtually at the bottom, like this
.
Then in System Preferences > Dock > Position on screen = Right will place the dock on the right of the screen which is physically in the middle.
You only need to remember that to move to the screen on the right mouse should go to the bottom of the main screen in the middle. It works for me, as I have two external monitors connected to a Mac book pro which is on the right and want the dock on the right of the biggest screen which is in the middle.
I used to work with my Mac Book sitting on my desk, main external scree right behind it and the secondary external on the left in vertical position and was using laptop as a keyboard and the third screen in a layout exactly like shown in the picture (a bit unhealthy). Now with the laptop finally moved to a Kensigton stand with a wireless chargers on the right of the right screen I could not find a way to rearrange the screens in settings and keep the dock on the right of the main screen, so had to go with some "faking". So far, so good, it just gets only a little bit of time to get used to moving to the screen on the right by going "down".
4 years have passed, macOS Catalina 10.15.5 and it is still all the same answer "this is not possible" and "the computer says no".
I cannot believe this is not possible in Mac OS settings and not a property of the system dock and extra software is required to set such a simple thing. With large wide screens in the middle of the multi screen setups the dock at the bottom takes just too much estate and the side of the main middle display is the best place for it. It would be nice for Apple to listen to the users and accommodate this need.