There should be two slurs on the grace note at the indicated spot, but only one appears.
How should I resolve this?
Actually, no.
In this case Dorico does what it is supposed to do.
All notes on one stem take a single slur, not a slur to each note.
How do I make the slur of the Grace note appear up and down?
I’m not sure, but I don’t think it’s possible to get two slurs when both instruments are shown in the same voice. If you really want it, you can achieve it with a workaround. Display the grace notes and the next ones in two voices, and flip the bottom ones to up-stem. Then a bit of tweaking. Do all of this with local properties set to Locally.
To have only one staccato dot on the note after the grace notes, you’ll need to remove the real staccato and replace it with a playing technique.
Please don’t pay attention to my custom shortcuts for Condensing Change, Galley View, etc.
Thanks.