After wasting almost 3 days with frustrating an ultimately failed efforts* 
, turns out SDA could not properly install Dorico Pro 5 (never had problems with Cubase).
Based on user comments on other - failed - installations I went back to the “source” aka (Dorico Pro 5 Updates und Downloads | Steinberg). It took about 2 hours to download the source files given the size of about 22 GB.
Bingo: a few MINUTES later all files installed 
at the right place in the library, no leftovers in Download Folder, no error messages, no failed attempts by the SDA to move files to the right location. And - wait for it - even more contents than using the SDA.
By now you’ll have guessed my recommendation!
*A huge thank you to Ulf for spending several hours looking for a solution.
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Sorry to hear that you had problems getting Dorico installed via Steinberg Download Assistant, but I’m glad you’re now up and running.
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A post was split to a new topic: Steinberg Download Assistant fails to download anything