When adding more instruments, Dorico will not assign the endpoint (VST) and Midi Channel automatically, so you have to click the small arrow all the way to the left in Play mode, open the instrument/player pane, and set the VST and Midi Channel manually.
The VSL Event input works, so you can route more than 16 channels to the same instance on the server. Although I haven’t tried it myself, I’m sure you can also add further VEP banks and connect those to their own instance on the server.