Please select the ASIO4All driver, create a simple project and then post here.
If Dorico resp. the VSTAudioEngine is not offered any output port to play out through, well, then you can’t blame it. It’s a driver or hardware issue then.
How about other programs, e.g. sequencer or scoring applications, do they sound with you? Do you have other programs open at the same time that maybe “claim” the audio device?