You can actually build a macro to do the above, and then assign that to a key command for even faster access!
Record the macro of adding a system break in engrave mode as meixner just described.
Or create a plain text file with the following:
local app=DoApp.DoApp()
app:doCommand([[Edit.CreateSystemBreak]])
save as SystemBreak.lua in your Script Plug-Ins folder (search for where this is located on your system). Restart Dorico. Now it will appear under the Script menu command to run as a macro.
You can then assign this to a key command using an external application or if you’re on a mac easily in the keyboard system prefs.