I suggest when you set up the MBP on your desk to first plug in the MagSafe power, so it is the recognised first power source and then plug in the dock. This way the dock consumes power for drives and peripherals but no passthru to the MBP.
I would not set the displays to never sleep. In clamshell mode the display should be off anyway as it is triggered by a magnetic switch.
I recommend keeping the computer from sleeping but allowing the screensaver to come on/screen to sleep. If you have an external monitor you can keep the MBP open for better airflow and use a very small magnet on the rim of the MBP near the trackpad to simulate the clamshell screen off to only use external monitor. This trick might help if you find your MBP runs hot while in clamshell mode