When there is a trill under a slur, like this:
the play panel shows the last two notes as non-legato with natural technique and shorted note lengths.
I assume this is the same type of problem that affects legato slurs.
There are similar problems with nested slurs, etc.
You could consider defining appropriate switches in the expression map for trills together with legato. I suspect the issue is that your expression map defines only one or the other.
What about when using generated trills? I don’t even get this problem with sampled trills.
EDIT: seems like when trills are not defined in playback dorico falls back to generating them anyways so switching to sampled trills just fixes the problem