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I'm experiencing the same phenomenon with my newly bought unit (connected to XPS15 9570) and since I'm using this computer for music recording, this is a real bother. Will be glad to find a solution.

Did you find any solution?

Exactly the same problem over here on a XPS 17. Sounds like a broken harddrive, hopelessly searching for something.

This guy over on Reddit seems to have the same issue :

https://amp.reddit.com/r/Dell/comments/dg4f0t/xps13_2_in_1_7390_and_wd19tb_dock_both_making/

Have you had your docks replaced by Dell ?

I got my WD19TB at the beginning of the week, and also have the problem when connected to my Precision 3551.
Talked to Dell technical support and they replace it, hopefully, I get the new one at the end of the week.

And the new one has the same fault, will take a call to the support again on Monday.

Exactly the same problem here. I am looking forward to some resolve. 

An update to the electrical noise situation: when the dock is connected to the old XPS 9550 (graphics 960M), it is completely silent. Absolutely no noise. 

As soon as I connect it to the recently purchased XPS 9700 (graphics 2060 RTX), there is electrical noise, noticeable to the point of being disturbing in a quiet room. 

Dell support asked me to make a video about it: https://youtu.be/42Q35i2DxRA and after a very long conversation in which they asked a bunch of details, they concluded that the noise is normal and that they test in an office environment at an arms length.

they concluded it's normal noise ??? it not normal, i have this dock just in front of me, i hear this noise and it's very very unconfortable

Yes, they concluded. The noise is normal.