Macbook 13 pro 2019, trying to connect 2 monitors
Judging from the manual, the adaptor can only output the same video signal to the different connectors at once. This means you can extend your screen once, but not multiple times. Most likely, the Mac does not even see that multiple monitors are connected, instead the adaptor just mirrors the one incoming video signal to multiple video outputs.
To extend your screen multiple times, you would need to get another adaptor or a powered hub.
EDIT: 
As mentioned by @MacGuffin in the comments the manual mentions that this actually is possible under Windows, yet it doesn't show that under macOS. However, trying it with a second HDMI cable instead of the VGA may yield results, although the manual mentions that it should not make a difference - aside from quality.
Since the manual isn't that detailed, I would just try to contact the customer support mentioned at the bottom. They will be able to tell if and how it is possible to connect multiple monitors with different video outputs on macOS.

As a general note: While USB-C offers great bandwidth and speed it is still limited at some point. Plugging in 3 USB-devices, two monitors, 1GB Ethernet and Audio may work, but for sure not at maximum speed. It is not only a USB-C limitation, but also the controller in the HUB/adaptor needs to be able to handle all of that.
For testing drive speed I can recommend BlackMagic Disk Speed Test.