You haven't said what, if any, music comes after the key change. If this is the last measure of written music, then you might consider adding an additional measure, forcing it onto a new page, and setting the file not to print or play the extra measure.
You can configure the cancellation naturals in Document Options, but Finale will likely put them after the double-bar line.
After completion of step 3) - where you in the new expression category False Key Signature have created a shape expression with 3 naturals - add the new shape expression to the measure before the key change.
With the False Key Signature category’s default positioning the shape expression will be positioned 6pt before the Right Barline.
Do you need instructions on, how to create a new expression, and add it to the score?
I do not know the document settings (in Document Options - Key Signatures) in the Finale document you are working on.
Hence my suggested layout values may not be precisely suited to the settings in your Finale document.
I was wondering why the naturals did not automatically jump to its position. I had to move it to its place. Is there something I did wrong?
When I setup the Category Designer and used Music Font Maestro 24. Then after I hit OK to create the naturals with the Shape Designer why I had to select the select Maestro font again. I used 24 Regular.
Is this correct or is there another way to do it? Maybe I did something wrong?
...You are talking about the Shape Designer, right?...
Before I can create the first natural in the shape designer at (0 ; -3) I have to select the font and then select the letter A, then click inside to the right of the origin and hit the letter N. After that I can fill in the Position for H: 0; and V: -3. Is this correct? If not please show me how.
I couldn't find a tutorial to work with the Shape Designer.