In other music notation programs you can change the key signature and then all chord symbols and all notes are changed to the new key. Not so in Dorico!!
I won’t succeed to change from D#m to Ebm. When I change the key signature, all notes get a sharp and the chord symbols remain as they were beforen, it is in D#m.
I can only marvel at what the program cannot do!!
Don’t marvel at what you think the program cannot do if, in fact, it can do it quite easily. 
Select the range of notes to change. Write menu—Transpose, and use the calculator accordingly. Augmented unison, I believe.
By design, changing the key signature does not alter the absolute pitches of the notes.
A diminished second, actually – a unison of any kind would keep the note name as a D, whereas you need to transpose it by a second so that the D becomes an E.
Ah, quite right. Thankfully the calculator sorts through these particulars!
Thank you.