For a horns in F, have to enter the notes in concert pitch. Enter an E, it becomes a B. This is not so with clarinets or trumpets in B flat.
Did this project originate from a MusicXML or MIDI file? Have you tried adding a new Horn in F instrument using the instrument picker in Setup mode? Do you have the option to input in sounding pitch or written pitch chosen?
You will need to provide more information, and preferably attach the troublesome project file (zip it up first, as you can’t attach raw Dorico projects to the forum), for us to be able to offer more sensible assistance.