My guess would be that the Graphics on the laptop doesn't support daisy chaining, even though the Port Replicator does.
From your link - Dell Port Replicator EURO 2 Simple E-Port II
For serial connection of monitors (4 monitors through one connector)
- Supported only with discrete graphics on current generation of Latitude laptops
Current generation would be Intel 5000 series graphics [+ optimus]; your machine is only Intel 3000.