Although if you've got water (and there is water on the moon) and a nuclear powerplant generating loads of electricity, getting oxygen's not a problem.
It appears that you don't have much carbon, though (see 'Lunar regolith' on Wikipedia). So once you've got your oxygen generator set up, you may have to fly coal up there to burn for CO2. Once you're set up, though, you should be able to keep the carbon in a closed loop between humans, the encapsulated air and the plants.
If the plant material to support each person is drawing down 2 moles CO2 per hour (doubled from earlier calculations, because not all the carbon ends up in edible parts), then a tonne of carbon should supply the plants needed for 5 people for a year. By the end of the year, you've probably closed the loop, so the fixed carbon is returning to the air.
On the moon, you'd have to run pretty much ecological "closed system", perhaps with oxygen and water supplemented by industrial processes. However, rapid resupply is possible, and non-fatal mistakes correctable.
On mars you could get away with a lossier system (seems to me, easier access to outside air, water, nutrients), but resupply is so much harder...
I suspect you're right, but I think the biggest factor is simply getting the humans there in the first place. The journey to Mars would take much longer - meaning the ship has to carry much more food, and more capacity to produce heat and regenerate oxygen. Crews do stay a few months on the ISS, but they can be resupplied from Earth.
It's just ("just") a six-month trip. If you want to break things into smaller shipments, launch them directly to the Mars surface.
Even better, this means you can get a significant portion of your mission hardware (including your return vehicle) ready and waiting on the Martian surface, having survived what is probably the most dangerous part of the mission (landing) before your humans launch.
(Two year launch window gives you time to make sure everything is working, and also gives various in-situ fuel production methods a chance to run their course.)
The only real place besides the surface of either planet where you would want to "dock" with something is the orbit of either planet.
What I was thinking of was sending something out on a slower path, maybe back past Earth or something and then sending the main craft at a faster speed to meet somewhere along the way.
You are right it probably isn't needed, was more just wondering if it were possible or would the speed differences make docking too hard. I guess the slower moving craft would run through a lot of fuel to bring its speed up enough when close to docking.
If order to meet, they would need to match both position and velocity. Meaning whatever history they had gone through, they both had to get to that position-and-vector.
There are some faster and slower paths. More missions to Mars have taken an 8-month-or-so journey because it's easiest and lowest power, and all unmanned cargo are probably going to take that route.
But by using just a bit more energy, you can cut the travel time down to about 6 months.
Most Mars missions involve launching stuff to land on the Mars surface (or maybe in orbit) that would take the slower path while the humans take the faster path.
(If you really want a bigger craft than you can launch from Earth at one time, just link up in LEO.)