My experience with both 3.5 and 4.0 on Mac is that Dorico remembers what it was playing through the last time it ran, regardless of subsequent changes to the output in the System setup. For me that’s a matter of laptop speakers vs. headphones, so just plugging and unplugging headphones (or vice-versa) resets it, without my having to restart Dorico. I don’t know whether it might be more complicated with other external devices.