The Generic Low Latency driver is selected, but the driver can’t “see” any output ports, so it does not know where to stream the audio out to.
Open Edit > Device Setup and in that dialog press the Control Panel button, another little window opens.
At the top of that window is an option called something “Allow ASIO host to take exlusive control…”
If you toggle that, does a little below in the output port list appear something.
If yes, you are lucky, choose that port by making sure that it is checkmarked at the front.
Then close all windows and restart Dorico. Does then sound come out.
If not please attach a new diagnostic report.
If still no output ports turn up, you might try ASIO4All (http://www.asio4all.org/) another free generic driver.