Hello Keem,
Basic question if you don't mind: did you install the VSL soundset? It's available on thi site in the "MyVSL" tab and in "Notation related": you'll find a "Sibelius: VSL Soundset Installer v.1.0.172 (macOS)" and clicking on it will download a .pkg you can open and will install the soundsets for Sibelius.
Best regards,
Gil.