I finally got around to trying this (I wanted to do some power measurements in the default configuration to compare with first).
The default for HibernateMode is platform shutdown (i.e. platform and fallback to shutdown), meaning to try a platform-specific sequence (i.e. that likely results in S4), and if that fails, try a regular shutdown (these values are written to /sys/power/disk, see https://www.kernel.org/doc/Documentation/power/interface.txt).
I have now changed this into HibernateMode=shutdown, which indeed resolves the problem. I can hibernate with my dock attached, and the laptop stays off when I unplug the USB-C cable.
As for power usage: It seems that with S4 and with shutdown, the power usage is negligable (percentage was equal or 1% lower, sometimes the battery voltage would even be higher than before the hibernate). I was afraid of running into Battery slowly drains when completely shut down when switching to shutdown mode, but maybe that issue does not occur at all on my laptop for some reason (it should also be fixed in the latest BIOS release, which I have not tried yet, so all this testing was using 3.07).
Thanks all, for helping diagnose this!