Connecting multiple displays and audio with one cable

Is it possible to have 2 monitors and one audio signal over one cable?
We want to connect an HDMI projector, a VGA display and a Sound panel over one cable like this.
PC - VGA, HDMI, Headphone Jack > Dock - One cable > Dock - VGA, HDMI, Headphone jack - Projector, Stage Display, Sound panel.
If the dock uses slightly different connectors like Displayport or something, that’s fine.