Dell WD15 Dock with 2017 MacBook Pro - Displays question
No, that is not possible with that dock.

The WD15 manual does not state that this is a supported configuration. It is only supported for Windows, not macOS.

In order to do what you want, you'll need a Thunderbolt 3 dock instead of a USB-C dock. This is due to the way the signal needs to be demultiplexed in order to drive two separate displays. Essentially this particular dock uses MST (multi-stream transport) in order to drive separate displays - the MacBook Pro does not support that.