SKU:DFR1169 Thunderbolt to PCIE docking station does not connect to LattePanda sigma

Hi all,
I got a SKU:DFR1169 Thunderbolt to PCIE docking station to connect my GPU (GeForce 3070TI) to a LattePanda sigma.
Following the instructions from the product wiki (https://wiki.dfrobot.com/Thunderbolt_to_PCIEx16_Docking_Station_SKU_DFR1169), and it says that once the doc is connected 3 LEDS would turn on (White for Power, Green for Thunderbolt connection, and Blue for LattePanda Sigma detection status).
I managed to get the white and green LEDS on, but the blue one is not turning on, and I'm guessing somehow LattePanda Sigma is not detecting it.
Also checking on Windows 11 device manager, I cannot see the GPU there. The lattepanda was also connected to internet in case it needed to download drivers
Any ideas on how to make this work?
Thanks in advance