I have been battling through this and have gotten things working pretty well.
When I'm first setting up a Finale template, I'll open VE Pro server (doesn't seem to matter if I open it first or after), and then in the audio unit banks and effects, I'll set as many banks to VE Pro as I need.
When you click to edit the banks, it'll take you to the VE Pro connect window, and then you'll click on "new" to set up a new instance. Once it opens, I click on the lock to "preserve" the instance and give it a name.
Once I've got my instances loaded (or one at a time), I populate them with instruments. Then I save that server project.
From that point on, every time I want to work on the file, I open VE Pro first, and then I open Finale and load the file. When I do anything that causes Finale to load instruments (usually I click to see Audio Units and Effects), it automatically loads all the instances in VE Pro.
I HAVE sometimes used Garritan instruments alongside others in VE Pro. It's particularly practical if you're setting up a single template that you'll be using in different files, or perhaps with different DAWs. I do find that the notation versions of the Garritan string patches don't work if the inst is loaded into VE Pro rather than directly into Finale.
I also find that there is generally more sensitive adherence to dynamics and articulations with most instruments when using VE Pro.
I've been working on this a lot over the past months, and am happy to answer any questions if you have some.