Does WD19DCS Dock Support DP-ALT mode?

@Chuckie.D  I'll answer the question, but there are some other issues here.

Yes, the WD19DCS supports DisplayPort Alt Mode.  You don't have to do anything to turn it on, because it can't be turned off.  DisplayPort Alt Mode is the ability to send a DisplayPort signal over a USB-C connection, and therefore it is the way that a video signal is sent from the system to the dock.  This means that it would have absolutely nothing to do with a DisplayPort to HDMI cable.  The capability you are likely referring to is "Dual Mode DisplayPort", which is the ability for a DisplayPort output to switch to native HDMI signaling in order to feed an HDMI input.  That capability is necessary to use typical passive DP to HDMI cables/adapters.  There are also active DP to HDMI cables/adapters that incorporate a signal converter chip themselves and therefore work even when using a DP output that does NOT support Dual Mode DisplayPort to switch over to HDMI signaling.  But as it happens, the WD19 dock family models also support Dual Mode DisplayPort.

So I'm not sure why your particular cables don't work.  I've worked with multiple users here and elsewhere who have used typical passive DP to HDMI adapters/cables with WD19 family docks.  However, given that the WD19DCS has an HDMI output built in, it would seem you could run at least one display from there.  For the other, you could try another brand of DP to HDMI adapter/cable, or an active version even though that shouldn't be necessary (there's no harm using an active variant though), or even a USB-C to HDMI adapter/cable.

But the larger problem is that you have a WD19DCS dock in the first place.  You say you have a "Dell 5410".  But since Dell reuses their model numbering across multiple product lines, I'm not sure if that's an Inspiron, Latitude, Precision, or Vostro 5410.  You posted this in the Inspiron section of the forum, but I can't find any reference to an Inspiron 5410.  So I don't know what you have.  Maybe your system doesn't support DP Alt Mode.  Not all systems with USB-C ports support video outputs from them.  But even if that's not an issue, the WD19DCS is designed specifically for the Precision 7000 Series models.  While it is capable of operating with other systems, including using only one of its two connectors, in that mode it operates just like the regular and much less expensive WD19(S).  So if that's all you need, then you should have saved your money and bought that.  But if for example your system has Thunderbolt, the better dock would have been the WD19TB(S).  So regardless of which 5410 system you have, you didn't buy the optimal dock for your purposes.  And you might not even have a system that is capable of using ANY dock that relies on DisplayPort Alt Mode.