That’s a bit of an odd structure, isn’t it? What does it end with bars 21-25 if those are not played earlier on? Wouldn’t it make more sense if the structure were:
1-39 (i.e. don’t skip over 21-25, just keep going after bar 20) – mark bar 39 as D.S. al Coda
5-19 - mark bar 5 as a segno, then bar 19 with “To coda”
40-44 - mark bar 40 as a coda
Anyway, Dorico can’t play this back yet, but it will do in the next big update (it’s possible that the next update will be a small one focused on just fixing some bugs in 2.1, so it wouldn’t be that one, but the one after that).