In order to take away the location confusion, in Dorico 3, in the Preferences dialog under the Play tab we added a button that brings up an editor window with the pertinent whitelist. So just add the name of the VST2 plug-in there, save and you are done.
As to the locations of VST2 plug-ins. Well, the VST2 specification was not strict about the locations of VST2 plug-ins. They can be virtually anywhere, you just have to tell then the hosting app (Dorico) where to find them. VST3 specification corrected that and only allows VST3 plug-ins to reside in specific locations, so the hosting apps know where to pick them up.