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I can’t seem to connect any HDD docks to my Mac Studio ultra. I’ve also tried the OWC one which others have reported to be working fine. https://eshop.macsales.com/shop/external-drives/owc-drive-dock

But nothing is showing up on my computer. Has anyone experienced this? But when I connect to my M2 MacBook Air, it all works.
Do other Thunderbolt or USB-C devices work on your machine? Need to rule out bad ports or a motherboard fault.
 
Welcome to the crappy world in which Apple doesn't know how to build reliable and compatible ports. This is a common USB-C/TB3 issue with many docks, hubs, and cables. Check the cable running from the HDDs and or SSDs that are connected to the dock. If you have to use a cable to connect the dock to the Mac, as opposed to a built in one, check that cable. The cables have to be compatible cables.

Another thing to try: Unplug the power to the dock, then plug it back in. That helps my dock reconnect after I have to do a reboot.
 
If everything works on the MBA that indicates that all of the cabling is good and should work on your Studio as well, so it sounds like you have a bad port or ports on your Studio. One thing you can try is to flip the connecting cable over 180-degrees to see if that works. I've read of some ports that fail in such a way that they can only connect in one orientation instead of it not mattering.
 
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