When you plug your mechanical keyboard in, your steam deck shuts off, right? If you unplug it again, does it instantly come back to life or do you need to press the power button? Does it resume from suspend or actually boot from scratch?

Are you using the dock with a mains power connection (e.g. for charging)? The keyboard might require more voltage than the Steam deck can provide.

Does your keyboard have any of its own USB ports on the side? Having another “hub” connected to your main hub might be confusing it in some way.