OK, this mostly works and better than I expected. But there is one issue I can’t resolve at the moment.
I’m using VE Pro and when I enable staves temporarily by selecting more than one and then typing P, playback works as expected.
When I use the Solo Selected Instruments (Alt-S) it is soloing the output but muting the first channel of the first instance in the Dorico mixer. And that is the channel where the signal is being incorrectly routed. So there is no sound. The selected outputs in VE Pro are active as expected. Not sure why the active signal is showing up on that first channel rather than the output channel.