Generally the Support -> Compatiblity -> Compatible external hard disks, enclosures page
( http://www.hdsentinel.com/compatibility_external_disks.php )
designed exactly for this purpose: to show good, correctly working devices which work with Hard Disk Sentinel.
While originally designed for external HDDs / enclosures, this page modified that it contains many docking stations / adapters too.
Personally I always ask users to use Report menu -> Send test report to developer option and write the actual model of the enclosures / adapters / docking stations they use.
If (according the report) the status can be detected correctly - then I can add the device to the list to help other users.
If the status can't be detected (or there may be some minor incompatibility) - then the developer report helps to check the actual situation, verify the possibilities - plus I can acquire a such device to investigate and fix in all possible ways (this happened recently for example for Sharkoon DriveLink Combo).
I recommend to check the chipset - as this determines if the disk status information can be detected or not.
For example, usually there should be no problems with ASMedia chipsets. Some very early chips had troubles, but this already fixed for years.
With JMicron, most of them should work - but (personally I do not really understand why) some newer models no longer allows accessing self-monitoring data. If the status is missing, it is recommend first to check with the latest beta: http://www.hdsentinel.com/beta4/hdsentinel_pro_setup_4713-sdeeq.zip which has some fixes for JMicron chips - but some newer ones provides absolutely no way to access the status information. I have no idea why (JMicron could not tell that) as this worked for very long time (even since their USB 2.0 adapters and even with multi-drive RAID enclosures too).
Personally I recommend to avoid devices with VLI (Via Labs Inc) chipsets: the drive status can't or can only be partially detected with them.