On what platform are you, Mac or Win? On Windows I once had a similar issue where the video window somehow slipped into an area outside the visible screen. In the taskbar the preview window would appear, but clicking on it still did not restore the window to the visible screen.
My solution from a posting some time ago: Hover with the mouse over the Dorico icon in the taskbar, so that the small preview video window appears. Move the mouse to the middle of it and do a right click. From the then appearing context menu choose ‘Move’. The mouse cursor will change to an arrow pointing into all 4 directions (and will move somewhere to the edge of the screen). Now, press one of the cursor keys (up, down, left or right), but only once. The cursor shape will then change back to normal, but if you now move the mouse, the video window’s position will follow the mouse cursor. Position it at a convenient location, make one left-click and the video window will stay.