I have not had specific experience with the X1 Carbon and Lenovo OneLink dock, but here is some information I found that might be useful.
I'm PXE booting using the OneLink Pro Dock. I have them set to UEFI mode. I had to inject the ethernet drivers I found here: http://support.lenovo.com/gb/en/documents/ht101981 into the Out Of Box Drivers in MDT before it would work.
From the information I found on the X1 Carbon, it sounds like the device is UEFI. As such there are special considerations that have to be made regarding pxe booting these UEFI devices. This document goes over the process: