Under the surface, Dorico treats tied notes as just a single note, with a single set of properties.
To get around this, you have several options:
- first tie the notes, then switch to Engrave mode and change the individual noteheads
- put one of the notes in a different voice, then tie them together and get rid of any superfluous rests
- adjust the notehead set or make a new custom one, corresponding to your top image.