How is it possible to join dock to railway station

There are a number of reason why the industry may not be supplying any goods to your station, but the most likely reason is that the station in question have low ratings for that particular good.

Stations ratings are based on, generally speaking, how often vehicles pick up goods from the station and how much goods have accumulated there. The OpenTTD Wiki provides the complete table: http://wiki.openttd.org/Game_mechanics#Station_rating. You can see the station's ratings by clicking on the 'ratings' button in the station interface.

If your station has a lower rating compared to your competitor, your stations will receive less goods from the industry, and if it has extremely low ratings (after a vehicle crash, for instance) then the industry may stop supplying goods to that station entirely.

Also note that it is impossible to get 100% transported rate as industries do keep a certain amount of the output to themselves. (Source)

There isn't any solution that I can see after puzzling over the image for a while. The only ones that would work would be splitting them by two tiles instead of just one and using a bypass track to get around it, but that would mean you're going up to 2 tiles of width anyway, rendering the issue moot.

The only workable idea that I can come up with is to set them as two different stations and use the "Non-stop" flag for the two different trains (train A to get it to ignore the first station, train B to get it to ignore the second station) but then if your trains happen to get out-of-order you're pretty much up crap creek.

I guess the only real answer is that there is no answer.