Using night shift/f.lux on external monitors Mac OS 10.15
I have a Dell D6000 docking station and had the same issue.
Got it working after I did the following:

Quit the Displaylink Manager application and set it so that it does not start on startup.
Unplug the Dock connection to your Macbook.
Replug the Dock connection to your Macbook.

The monitors should work AND with Night Shift without needing to have the DisplayLink manager running in the background.