What I suggest you do is do it all in one go via the Shift+D popover while advancing the caret.
Show the caret at the point at which the first dynamic should appear, and type Shift+D, then enter p< into the popover and hit Return; the p marking will appear, but no sign of the hairpin yet. Now press Space to advance the caret until you get to the spot where you want the mf to appear; the hairpin will have appeared and have advanced along with the caret by now. Type Shift+D and type mf< into the popover, and hit Return again. Keep pressing Space until you get to the spot where the last dynamic should go, and type Shift+D to show the popover once more, then type ff and press Return to finish the group of dynamics.
If the two hairpins don’t show as a single continuous hairpin either side of the mf marking, go into the Dynamics page of Engraving Options and set ‘Appearance of hairpins before and after a text dynamic’ to the desired appearance.