A hairpin may be broken for an interim dynamic. Maintain the same angle for the hairpin either side of the interim dynamic, so that the hairpin is clearly one gradual dynamic change. It is unnecessary in this case to enclose the interim dynamic in brackets since it is clear that the dynamic change continues:
I’m trying without success (probably user blindness!) to find a way to do this directly—I’m sure I can come up with a way to get the desired effect in Engrave Mode, but would prefer not to if Dorico will actually do it automatically!
You should be able to, the following article describes how to achieve this both individually via the Properties panel and in Engraving options (provided you have the Pro version).
I got it working also by selecting the notes for the duration of the dynamic marking in Write mode, pressed Shift-D and typed p<mf<f in one go and pressed Enter.
Then I changed to Engrave mode, clicked on one hairpin and made the change.
But if you selected the continued hairpin on Engraving options, this way of inputting would format it correctly right away.
Are you using Dorico SE, Elements or Pro? Did you try this on a new document?