The most common solution to this issue is reinstalling the cables in the dock to ensure alignment. Follow the below steps to do this.

  1. Unplug all of the connectors from the extension cables that feed out of the dock (keep the MagSafe in place)
  2. With the MacBook in the dock, lay it flat on a table so that one of the feet hangs off of the edge and the side with the screws is facing up
  3. Remove the rubber screw cover and loosen all of the setscrews
  4. Working left to right, remove and plug back in each connector while bracing the top of the MacBook to ensure they are making a secure connection
  5. After each cable, secure the corresponding setscrew making sure not to over tighten it (this can bend the connector end which will force the cables out of alignment)
  6. Replace the rubber strip and make sure that the dimple on the MagSafe connector is facing towards the setscrew before retightening
  7. Remove your MacBook from the dock and open it
  8. Reconnect all of your displays and peripherals to the dock and, with the MacBook on, close it and dock
  9. Tap any key (note that specific displays can take up to a minute to register the connection. Tap the Esc key every few seconds until the screen comes up)

If that does not resolve the issue, please refer below:

My Thunderbolt displays or peripherals do not work when connected through the dock

The preinstalled cables in the Vertical Dock for the MacBook Pro with Retina display are miniDisplayPort and are not compatible with Thunderbolt technology. All you have to do in this case is remove the extension cables and install your Thunderbolt cable in their place. Please note that the port voids on the dock are designed to work specifically with Apple and Henge Docks cables and not all 3rd party cables may fit.

Since upgrading to the new macOS I can no longer connect using the dock

It is possible that this is coincidental. Firstly, we recommend doing the cable reinstall that is outlined above. If that does not resolve the issue, reset the NVRAM on your MacBook following the steps here. If that still does not resolve the issue, download and reinstall the macOS update from the App Store.

When using the dock I am getting a kernel panic.

Hardware-induced kernel panics can be caused by a myriad of things. The most common is corrupt NVRAM. The easiest fix for that is to simply reset the NVRAM. It may also be caused by an issue with the system cache. While you can find software that will allow you to clean up your system cache, it may be easier to have this done by a professional.
It is very important that the firmware on your MacBook is up-to-date. If you have just upgraded to a new version of macOS it could simply be that a firmware update for one or more of your devices has not been pushed yet. In cases like this, you may want to check the manufacturer website for updates. The vertical dock itself does not require firmware updates.