I notice that with a project already open, if I then open a new window, for an existing project (from my Recent Projects list), it does not switch focus to the newly opened project. I had a look in the preferences, and cannot see a setting for this behaviour.
That’s not the expected behaviour, nor indeed has what you describe ever been my experience. When a new project is opened, it is activated. Does this behaviour persist e.g. after restarting Dorico? If Dorico is set to open VST windows when opening projects, if you close those plug-in windows, resave and close the project, and deactivate that preference, does that influence the behaviour?
Thanks - will try that, but you’ve reminded me about something else, which leads me to believe you’re on the right track - I’ve noticed that when I click the “edit instrument” button, the VST window doesn’t receive focus, and I have to find it. Perhaps it was ALREADY open, due to that preference setting, which I was unaware of.
FWIW, this has been my experience too. It would be great if it could receive focus as well.
That’s a different issue, having to do as I understand with the audio engine being a separate process/application. The VST is expected behavior but not loved I think. 
It’s working properly now, and I haven’t changed anything. That VST setting is already set not to automatically open the VST windows, by the way. Will report back if it happens again.