This would probably get more responses in the Problems & Questions Forum.https://makemusic.zendesk.com/hc/en-us/community/topics/200656208-Finale-General-Discussion-Questions since it is not a Feature Request.

If it is easier to explain more fully what you have tried, use your native language, and let us use Google Translate to compare what you have tried to what we might suggest.

What version of Finale are you using?

What computer operating system (and what version of that system)?

Can you show us an image of your MIDI/ Audio > Device Setup> Audio Setup screen

and perhaps your Score Manager screen as well?