I'm pretty late to the party on this, but I haven't really heard of this particular dock. As it looks like this is trying to emulate a hot-swap bay on top of the ThinkPad's Ultrabay(which IIRC is already hot-swappable) it might not like that particular combination. If you're still looking for a working bay for this application, I'd suggest either an original Lenovo drive bay or a third-party one. Some of them are pretty cheap, like this one:
https://www.amazon.com/Bfenown-Replacement-Thinkpad-Internal-Optical/dp/B07VMG2CL5/ref=sr_1_3?keywords=Thinkpad+T430+hard+drive+bay&qid=1690569120&sr=8-3