Quite possibly reported before: if the piece starts with grace notes into the very first beat, they don’t play back. I can add a dummy bar for play-back reasons, but that makes the score look ugly, so that’s not ideal.
I can submit a file if needed, but I presume this is a reproducable problem.
I’m was struggling with the same thing in a piece that starts with three sixteenth grace notes. I increased the pre-roll time (and applied it), tried switching the playback template and all to no avail.
The problem was that I was selecting the first grace note and pressing P. That action won’t play the grace notes because you are rewinding to 0:00, not to the pre-roll value.
Instead, when I pressed the rewind button it works like a charm since it rewinds correctly to the pre-roll value.