Bagpipe notation doesn’t quite follow the normal “rules”, because the natural scale is D major, but the music is written without accidentals or key signature. (In traditional piping, the other semitones in a full chromatic scale are never used).
You can create a different key signature on one staff using the K popover and pressing Alt-Enter instead of Enter.
You can also tweak the playback pitch of an instrument by a semitone in the HALion player. Select the instrument and hit the “Edit” button.
Actually, if you go into the MIDI tab in HALion, you could probably tweak the playback so that F and C naturals play as F and C sharp, by playing the bagpipe patch on two different MIDI channels and switching the notes to the appropriate one. That would be a bit messy to set up, but at least the total range of the pipes is fairly small which limits the amout of work to do it.