Precision 5520, WD15 Dock, problem connecting VGA monitor

You can't use a DP monitor with a resolution that high and a VGA display all at the same time.  USB-C docks only have HALF the bandwidth of a full DisplayPort 1.2 output because the pins that would normally be used for the other half, e.g. if you were using a USB-C to HDMI/DP adapter are instead being used to carry USB 3.1 traffic to enable the ports on the dock.  If you had a 1080p display on your mDP port you'd be fine because there would be enough bandwidth left for your VGA display, and mirrored mode works because the PC only has to send the image out once and rely on the dock to do the mirroring. If you wanted enough bandwidth to run a 1600p display AND a 1080p display simultaneously, you'd need a Thunderbolt Dock, which gives you two full DP 1.2 outputs.  That's double what's available on a USB-C port when used solely for display and 4x what you have available when using a USB-C dock.

Technical explanation above, but the real answer is that the <ADMIN NOTE: Broken link has been removed from this post by Dell> clearly shows that if you use a 2560x1600 display, the WD15 can only handle 1 display. But again, given that you own a Precision 5520, which comes with Thunderbolt 3 as standard, you would have the option to get the TB16 dock instead, which will enable the setup you're trying to achieve and even higher-bandwidth display configurations. However, it will not work AT ALL with systems that only have USB-C (and not Thunderbolt) if interoperability with non-Thunderbolt systems is a concern.