That feature is not supported. It's all or nothing right now.
create one dock > go to Object Dock Settings > Themes Tab > under "Backup" click "Save Current Dock" > give it a name like Dock 1 or something.........
back to Dock Settings > My Docks > create new..... > delete first dock > get the new one like you want and repeat above steps but name it Dock 2 or something.......
repeat process until all individual docks are created and saved, then use "Load Previous dock......" to switch back and forth among them.......