Vga is analog. Usb is digital. They don't mix. You'd need an active adapter, like what the dock uses, to convert a digital signal to an analog signal. Passive adapters don't work for anything except dvi-i (not dvi-d or dvi-dual) to vga or vice-versa. On top of that is different digital signal formats. DP is a different format to hdmi and dvi-dual, so not only requires an active adapter, but also one that can reformat the different signals, and they are uni-directional. A hdmi to dvi converter will only convert hdmi to dvi, it will not work plugging it in backwards to convert dvi to hdmi etc.
And then there's quality. Many adapters will claim the ability to convert to a specific resolution and frequency, but can often fail miserably in those claims. 1080p@60Hz shouldn't be that much of a problem, but cheapness often makes it so.
On top of that is the ability of the gpu/igpu to output enough to cover the resolutions required, dual monitors often isn't an issue, but 3x might be. It might not be a failure of the adapter, but a failure of the source to be able to power 3x monitors at 1080p or better.
The Vega5 graphics supports 3x monitors upto 7620x4380 @ 60Hz. Your Scepter set for 75Hz might be messing with that.