Here are the setting that I've found that work best.
First, change Finale's "HP Preferences/ Dynamic/Volume tab for "Dynamic Approach..." to "Modulation (CC#1) + Velocity for Attack."
If you haven't already, download the Vienna HP Preference set and Finale Keyswitch dump library from the VI download site.
I set the VI controls to Vol = 7, Expression = 11, Velocity Crossfade = 1, and the Y axis = 16 (I made a separate library for the latter). With these settings hairpins, dynamic markings, articulations respond to HP.
I also changed the Matrix list control from "ksw" to "pgm." I've found that some of the general keyswitches in Vienna's HP Preference set can trigger a short low-register bleat when beginning playback within a piece. Also some instruments didn't seem to respond to markings. To remedy that I've added additional instrument definitions to the preference set and unchecked some of the general ones.
One last caveat: files created on older versions of Finale (I believe prior to v. 2014) don't seem to respond correct to HP. The solution recommended on another forum is to open a brand new music file and copy/paste the notation from the older file.