The missing font dialogue in the opening screen is too small. I can’t see which part of the style is missing (used by …)
You can widen the columns, as with most UI tables, by dragging the edge in the column header.
I suspect the problem is that Inter doesn’t have an Italic, and several styles are set by default to use the default text font, in an Italic style.
(Also, I suspect that’s a pre-Dorico 4.1 document, if you’ve got Font Styles for Lyrics. Since then, Lyrics have been set by Paragraph Styles.)
Inter has no Italics, I know.
I was clicking and dragging the field that is blue, not the label.
Most UI tables has a changing mouse cursor (like ↔ or something). That was the reason I didn’t see it.