There are dock solutions for MacBooks, but they use Thunderbolt instead of a docking port. For example, OWC’s Thunderbolt 2 dock gives you 5 USB3 ports, HDMI, Gigabit Ethernet and audio in/out. That’ll cut you down to just 3 cables, counting power. I’ve been using one for the past year and absolutely love it. https://www.amazon.com/gp/product/B00UUCQVBK/

You also don’t need a third party app to change the modifier keys for a windows keyboard. System Preferences > Keyboard > Modifier Keys. Select your microsoft keyboard and swap the Options & Command keys.

As for that weird key on your keyboard, yeah, Apple does that on their european localized models.