Your dock is a Thunderbolt (the first version) dock that features an HDMI display connector on the right-hand side and a Mini DisplayPort display connector on the left-hand side. This allows you to connect 2 displays to the dock.
The dock itself does not contain a GPU (graphics processing unit) - it merely forwards on the signal from the laptop's own GPU taking up two Thunderbolt ports on the laptop.
Your laptop features the more recent Thunderbolt 2 standard. It features 2 x Thunderbolt 2 ports, which can be used as display outputs, and a single HDMI port which can also be used as a display output.
However, and this is the cause of your problems, the laptop does not support using all of the display outputs at the same time. The laptop supports using the internal display while using up to 2 external monitors on any combination of those 3 display output ports.
You cannot use 3 external displays natively with this computer. The dock doesn't make a difference.
In order to get the third display connected you'll need an additional GPU. This can be in the form of a dock featuring DisplayLink, which typically is an USB-connected, low performance GPU - or it can be in the form of an eGPU chassis with a high performance GPU plugged in.
