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Yes, Dock the Peek will only display the calendar of the default account. It's by design. You can't choose which calendars to display on Dock the Peek without changing your default account.
As an alternative, you can try merging calendar items from different accounts. For detailed steps, please refer to:https://support.microsoft.com/en-us/office/merge-items-from-multiple-calendars-0a7b4a55-ea17-4024-bc98-1766d2382780?ui=en-us&rs=en-us&ad=us.
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