uDock manages files located in many different folders on your Mac disk. Some folders or volumes will not be accessible until you grant Full Disk Access for uDock.
To grant the Full Disk Access, open System Preferences, click Security & Privacy icon, select Privacy tab and select "Full Disk Access" from the list on the left:

Then click the lock icon at the bottom to make changes. On the list select uDock checkbox:

If uDock is not on the list, click "plus" button to add it:

Please note that even when giving Full Disk Access for uDock some folders still will not be accessible. This is macOS Catalina (and later) file system policy.
In particular, if you want to add /Applications/Utility folder to a main panel, the folder will not be accessible. Instead you should add /System/Applications/Utility which is the real path of that folder.