That is weird ! I know that MacBooks do support MST Feature and connecting a MST Hub should not be a problem, certainly not for models from mid 2013 onwards.
There is no such thing as driver software for MST Hubs so the setting need to be done on system and/or screens.
Since i am very confident that the Notebook is not the problem, although it could very well be that it only supports 3 screens in total (including its own), so 2 external … (please check). And the MST Hub seems to be working … leaves us the screens. What screens do you use and what cables ?