CalDigit’s docks do support VLAN under macOS and Windows platforms. You will need to configure VLAN support from your network router or switch and match this on your network preferences.
For USB-C Pro Dock users:
If you can only access the local network after configuring VLAN, please try setting the MTU size to 1492 or 1496 before trying to connect to the internet again. Since the Ethernet controller does not support receiving/transmitting the full size Ethernet packets with the VLAN header, you will need to adjust the MTU to accommodate for VLAN.
Setting up a VLAN on Mac