I’m still getting this message for some of the demo songs. I did have Cubase 10.5 Pro on my system but have uninstalled/reinstalled it and Dorico SE several times (including HSSE and its content). No change in behavior.
When I open a project it first tells me it was created in an older version of Dorico, then it comes up, then it give the HSSE missing content message. It seems to find piano but not flute or violin, for example.
In my last attempt I’ve uninstalled Cubase and Dorico, deleted preferences, and reinstalled just Dorico and HSSE content. Same issue.
[EDIT: I’ve also tried deleting \AppData\Roaming\Steinberg\VSTAudioEngine3_64.]