XPS 15 7590, WD19DC, second monitor lag

@margokw15  the issue isn't power.  It's that when you use a WD19DC with only a single connection to the system, it operates just like a WD19, the regular USB-C dock.  The WD19 when used with HBR2/DisplayPort 1.2 systems like the XPS 15 7590 can only run dual displays up to 1920x1200 or a single display at 2560x1600, in both cases assuming the standard 60 Hz refresh rate.  Given that you're trying to run a 2560x1440 display and a 1920x1080 display, one or both of those displays will be running at a sub-60 Hz refresh rate, which is why things appear laggy.

If you had a system that could use both connections to the dock, you could run that display setup with that dock because the system would be able to send video bandwidth out of both ports.  But with a single port Thunderbolt system like yours, if you want to run that display setup through a dock, you'll need a WD19TB, which can provide enough power over a single connection and uses Thunderbolt rather than regular USB-C, which means the dock will have access to 4x more display bandwidth than your current setup -- enough to run dual 4K displays at 60 Hz, and therefore more than enough for your QHD+FHD setup.  The alternative would be to connect one of those displays directly to the XPS 15's built-in HDMI output, which will also work because in that setup, you're not trying to send display data for both displays through the dock connection.  But of course that's less convenient.

Unfortunately Dell created a big of a quagmire with their new dock lineup.  The WD19DC is designed for systems that require up to 210W of power, which is more than can be sent over a single cable.  But it's essentially a "dual USB-C" dock, not a Thunderbolt dock, which means that when you're using it with a single-port system that supports Thunderbolt, it's not as capable as a Thunderbolt dock would be.  There's no dock in Dell's new lineup that supports both Thunderbolt to maximize utility for single-port Thunderbolt systems and dual connections to provide extra power to systems that need it.  Ironically the WD19DC's predecessor the TB18DC actually WAS that way, but its dual connector plug couldn't be separated to allow the dock to be used with single-connector systems -- it could ONLY be used with dual-connector systems.  And it's a Thunderbolt dock that isn't backward compatible with regular USB-C, non-Thunderbolt systems, since no Thunderbolt chipset at that time supported that.  The WD19TB is backward compatible with non-Thunderbolt systems (with functionality equivalent to the regular WD19).

@margokw15  the difference between the WD19DC and TB isn't just the connector.  The former does not use Thunderbolt, whereas the latter does.  However, the end result from a usage standpoint is that dual connector systems can achieve nearly the same display setups with a "dual USB-C" dock like the WD19DC as single connector systems can achieve with a "single Thunderbolt" dock like the WD19TB.

In terms of fixing the issue, if the dock is brand new it will probably be easier to just return it and get the right thing.  However, I too have noticed that the WD19 models are designed to be modular, so yes in theory you should be able to just buy the WD19TB connector module and end up with a WD19TB, although I haven't actually looked into how to go about purchasing just that part, or even whether Dell has started selling those as separate pieces yet.  But even if you could do that, you'd end up having bought a WD19DC and a WD19TB module, and a dock power supply that's much larger than the 180W you'd need for running the XPS 15.  That last part won't cause any problems, but it's a bit of a waste of money.  The AC adapter itself will also be larger and heavier, but I'm guessing that's not a real issue.