The following article provides information about why you may see this message "Device was approved during boot but is not part of the current Approved Devices List" on the desktop menu of a Dell Notebook connected to a Thunderbolt 3 capable docking station.
Dell notebook users have reported that they have a Thunderbolt 3 capable system and whenever they connect to a Thunderbolt Dock (Such as the TB16 or WD19TB) and boot into the Operating System (OS), it shows a message in the bottom right corner of the desktop (see Figure.1).
(Figure.1 Device was approved during boot but is not part of the current Approved Devices List)
All systems ship from the factory default set to No Security in the Thunderbolt Security section of BIOS. This means you can select whether to approve the dock or not in the operating system.
However, if you were to change the Thunderbolt Security setting to User Authorization in the BIOS, then the Thunderbolt device (i.e. Dock) will not work until it is manually approved in the Thunderbolt application software.
There are no limitations when using the system or the dock, but there is a possibility that some people may be confused by the message appearing from the Thunderbolt Application.
This message is part of the security implementation of the Thunderbolt 3 driver and application and is for your information only. It does not affect the running of the Notebook or the Dock.