First of all – do you have Source Sans Pro installed? As you can just about see, it’s used for the Galley View Margins Labels, Print View Watermarks, and a couple of other things.
If you don’t, then that might cause a problem – though luckily the font is mostly used “on screen”, rather than on the page.
Normally, the font is installed with Dorico. There does seem to be a thing where it goes missing from Windows. You can download it from here: