While I generally prefer the "Keyless" and "Hide Key Signature and Show All Accidentals" options to Chromatic Transposition, the new way has a major flaw. The Enharmonic Spelling options stubbornly fail to recognize transposing staves. Thus there is no way, for example, directly to enter Gb in a horn part. No matter how adamantly you select "Favor Flats", Finale still shows F#. This is because the concert pitch is a white note, in this case B. Chromatic Transposition did not have this problem.
A few years ago I brought this issue to the attention of Customer Service. Astonishingly, I was told it wasn't a problem at all. That it was working the way it was supposed to. That's how you throw oil on a fire, and it shows once again that the developers of a product have never tried to actually use it. Jeff Bezos got where he is today by forcing his company (against heavy resistance) to eat its own dog food. I suggest you do the same.
Favor Sharps/Flats should take into account the transposition and Display Concert Pitch settings. It should always be based on the notes actually displayed in the current Speedy window.