My experience (as I’ve stated elsewhere on the forum), on a 2018 MacBook Pro running Dorico 3.5–4.0 under Mojave 10.14, is: On startup, Dorico always uses the output it was using when I last quit. If I plug or unplug a headphone while it’s running, Dorico switches to the correct output. But it does not recognize automatic changes to the output that occurred while it wasn’t running.
So if I don’t hear anything, all I need to do is unplug and re-plug the headphones to reset it. This is not as convenient as it could be, but on the other hand not bad enough for me to complain.