Is it possible to set some preferences which sampler Dorico will use when creating a new player / instrument.
I would like to use Halion 6 instead of Halion SE
Yes, go to the Play subsection of Dorico preferences and select your default playback template.
No, at the moment you cannot use HALion or HALion Sonic instead of HALion Sonic SE for the default playback templates. We need to make it possible to choose which HALion variant to use if they are installed, but this is not something we have yet done.