After updating to macOS® Big Sur I had the issue that when attaching the MacBook Pro® to a docking station, the application windows moved to undesired positions.
The fix which helped me is to create a colour profile for the displays.
Go to System Preferences > Display > Colour and add a new colour profile by clicking through the Calibrate… dialogue.
After new profiles were added for all the displays my issues were fixed.
Tested with macOS® Big Sur 11.0 / 11.1
macOS® / MacBook Pro® is a trademark of Apple Inc.