Are you on Windows or macOS? If you’re on Windows, you might try switching off the new option for WinRT MIDI, which is described in the Dorico 4 Version History PDF on page 5:
Bluetooth-enabled MIDI devices on Windows. Dorico now uses the latest WinRT MIDI capabilities in Windows 10 and Windows 11 by default; this allows the use of MIDI devices that connect via Bluetooth as well as via USB. If you encounter any problems with MIDI devices on Windows, try deactivating the new Enable WinRT MIDI option in the Advanced Options section of the Play page of Preferences, then restart Dorico.