I noticed that the finger substitution disappears when I place the fingering at the left of a notehead. Positioning it above or below the note brings it back again. A bug?
btw. is there a way to add a fingering at the last note after a tie?
Not a bug, but rather a limitation that Dorico cannot display fingering substitutions for notes shown in the staff.
If you need to show a fingering to the last note in the tie chain, surely really this too is a substitution, since you are I guess starting with one note and then substituting another at that rhythmic position? If so, you should probably create a fingering substitution of the correct length, which will be shown as a line between the original finger and the substituted finger.