I have two decrescendo hairpins in the same direction with a p dynamic in between them, but “hairpin shown as a continuation” doesn’t change anything. I’ve tried grouping/ungrouping, selecting one hairpin at a time or both, selecting both hairpins plus the piano at once, before ticking the box but no luck. Am I doing something wrong?
You didn’t exactly say what it was displaying, and what you wanted instead.
It looks like the picture on the left instead of the one on the right under “hairpin shown as a continuation”: Gradual dynamics
Did you try changing the setting in Engraving Options–Dynamics–Gradual Dynamics–Appearance of hairpins before and after a text dynamic?
You’re right that you should be able to do this locally using the Properties Panel (you don’t have to select both hairpins first… just one).
If I were pretending to be Daniel, I’d suggest that, if it’s not working for you, you need to post the project so someone could take a look. 
So I managed to make it work once, but it took about 20 clicks and in the end I don’t know what did it… just a lot of grouping, ungrouping then redragging crescendo lines, regrouping etc until finally it suddenly worked on maybe the fifth try. But anyway here’s the pared down file
Continuous Hairpin Problem.dorico.zip (1.1 MB)
In m. 70 there’s an example of where I got it to work, and in the last two hairpins of the movement there’s an example of ones that I can’t get to work.
I think it may be related to the fact that the pp marking is at a different rhythmic position than the point where the crescendos meet. Ungrouping, moving the pp and regrouping fixes the problem.