My employer just provided me with a 2017 MacBook Pro with the touchbar. I have a ThinkPad with 3 external monitors attached to it via a program called Ultramon. I also had a Logitech Keyboard and Mouse attached using the Logitech unifying receiver (wireless USB plug).
I requested the 15" MacBook Pro specifically because I wanted to be able to support up to 4 external monitors. I purchased a new Logitech wireless keyboard and mouse that will connect either Smart Bluetooth 4.0 or using the Logitech Unifying Receiver (USB 2.0). I purchased the new keyboard and mouse because they will support up to 3 separate devices simultaneously.
As I'm moving applications and files from the Windows ThinkPad to my MacBook I'm running both and just push the 1 or 2 button on the keyboard and mouse depending on which system I want to use the keyboard and mouse on.
I've moved the ACER S200HQL 19.5 (1600 x 900) Radeon Pro 560 x 4096 MQ graphics display the external monitors over using an Apple USB-C to VGA Multiport Adapter USB-C dongle which has USB-C, VGA and USB-3 connectors on it. I plugged the USB-C connector into the MacBook and the USB-C connector of the power cord in the the USB-C outlet on the adapter. I plugged the ACER S200HQL VGA plug in the the VGA connector on the adapter.
It was all very easy to do. I still have an available USB 3.0 port to plug in a USB HUB or other USB 2.0 or 3.0 device. The part number for the Apple USB-C to VGA Multiport Adapter is Model A1620.
I still have to move the 2 DELL 24" monitors but I have 1 very large application on the Windows ThinkPad that has a lot of corrupt files in it so I'm moving that app's files manually. Once that is done I'll move the other Monitors. It was extremely simple to do.
Like you I want to be able to detach one cable and take the MacBook with me. I was looking at the Henge dock and may still purchase one. Here is a link I found when I decided to move the first monitor:
Additional Comments: I already have a dock I purchased at Best Buy. It's not Henge. I plan to install it this weekend. Then I can answer your question completely. Apple confirmed that what I want to do can be done.