The sauce to eat with dumplings if you don't have soy sauce are Chinese black vinegar that is often mixed with some chili oil/crisp, minced garlic and ginger for a nice tangy, spicy base.
You can also use tamari, coconut aminos, or even a mix of rice vinegar, fish sauce and hoisin sauce.
Other good sauces to use for dumplings are ponzu sauce, sesame oil, vinegar and hot sauce or even hot sauce by itself or Worcestershire sauce.
The best substitutes for soy sauce are anchovies, coconut aminos, miso paste, salt and or fish sauce.
Commonly used substitutes for and instead of soy sauce are Liquid Amins, Coconut Aminos and Tamari, which can be used as a direct 1:1 soy sauce substitute for a similar and salty, umami flavor, especially for soy free or gluten free needs.
Tamari is gluten free and coconut aminos are also soy free.
Other good substitutes for soy sauce are savory fish sauce, Ponzu, complex Worcestershire sauce, sweet oyster sauce.
Or you can even use a simple mix of some molasses and balsamic vinegar as a substitute for soy sauce.
If you don't have soy sauce you can make homemade soy sauce if you also have the ingredients.
The ingredients to make homemade soy sauce include.
3 tablespoons beef bouillon granules.
1 1⁄2 cups boiling water.
1⁄4 cup cider vinegar, plus.
1 teaspoon cider vinegar.
2 tablespoons sesame oil.
1 tablespoon dark molasses.
1 dash pepper.