The only direct cable connection to the work laptop is the cable (Type-C) in the upper left corner of this image. (including power supply) This cable leads to the docking station, and from the docking station to each display, microphone, etc.

The docking station's audio port is also connected to the Line-in of the audio interface connected to the private PC. This allows me to hear the sound from my work laptop mixed in with the sound from my earphones, which are connected to my private PC via Bluetooth.