Okay, so it looks like the HSO sound patches are not found.
Please try the following:
Stop Dorico and then delete the folder /Users//Library/Preferences/VSTAudioEngine.
That folder will get recreated and filled automatically during next start of Dorico.
Also, the next start will take a little longer than usual, because the audio engine will scan for available sound patches.
But how about after the restart, still the same problem? Even after doing the Play>Apply Default Template thing again?