I think this is part of the issue that some of us have with the whole premise of endpoint configurations. I refer back to this thread from Nov 2020: (Endpoint configurations)
As Paulo pointed out in the above thread, many of us use multiple libraries for the same instrument, but the way the endpoint configurations and playback templates are set up, doesn’t allow for loading of preconfigured sets of vst’s which you would then choose from and assign in PLAY mode. In this way, cmbourget would simply load his piano vst as an endpoint configuration, (not associated with the template as such), and then assign his five pianos to the single vst.
The solution right now is to NOT use the playback template. Use a VEPro vst in the rack, but decouple it. Have one instance of the piano in VEPro and link your piano to it. You will however have to save your VEPro instance and load it up before you load the Dorico project. As long as you are decoupled but connected to the VEPro the last time you saved the project, it should work fine. This is how I work. I have all my sounds loaded into VEPro ahead of loading the Dorico project, as long as it is all decoupled, Dorico will not automatically start loading sounds.
In the above thread, Paul mentioned that the team had not considered this kind of use case before and that they would consider it for the future. I’m hopeful that it is still on the radar for some point in the future so that we can work in an alternate way to the present playback template system.