I finally saw this thread, https://answers.microsoft.com/en-us/windows/forum/all/kb4524147-and-virt...
And it described the issue I am having. My thunderbolt's USB ports would just not work until I uninstalled the Virtualhere USB driver in device manager.
Laptop is a Dell XPS 9520
Dock is a Dell TB19S
Interestingly this does not affect the TB16 dock but that uses an Asmedia USB controller.
Could this be fixed (add some sort of check?, if anything to alert the user that this will stop their dock from working!)