Need advice on connecting Macbook Air to HP all-in-one box (Thunderbolt 2 to Thunderbolt 4, I think)
First: Your Macs Thunderbolt 2 (TB2) port can act like a mini-DP port, so any cable that is mini-DP to something that can be connected to your monitor will work. However, connecting your TB2 MacBook to that docking station will most likely not work and may be expensive.
You mentioned there is a free VGA port on your monitor, so I would get a miniDP to VGA cable. Inexpensive and should serve your needs. However, as Gilby has pointed out in the comments this will usually limit your resolution to 1920x1200.