If a DisplayPort connection is carrying an audio signal, the signal will be able to pass through an HDMI adapter ... multiple monitors at the same time without an additional splitter, provided ...

Plugable's 3-in-1 Thunderbolt 4 dock comes with an additional adapter, and it's on sale for $75 (was $130) on Amazon.

a DVI-to-HDMI adapter cable is used to connect the video. The audio must be cabled separately as DVI transfers only video. The HDMI circuit detects the DVI signals and switches to the DVI protocol.