Sounds like file corruption, if both of you are having problems. I would suggest that he export the file as XML, and import it back into Finale. If that doesn’t help, send the file to Finale tech support. Use the Submit a Request tab at the top of the page.

Can you post an image of the Score Manager?

This appear when I go to parts, but the playback is a piano sound. And if I try to change the instrument, the Device changes to Aria Player, and the sound, bank and channel disappear and won't allow me to change them back, and I also loose playback.

On a copy of the file, I would suggest you go to the Score Manager and Add Instruments to your score. Perhaps just start with one or two (or even reassigning the Piccolo using the left column pull-down) to see if it can bring up values in the Score Manager's right-hand columns.

(Reassign Playback Sounds takes its cue from the instruments listed in the Score Manager's leftmost column regardless of their name in the second column. So although I am surprised everything is playing with a piano sound rather than a piccolo sound, I am not surprised--seeing your Score Manager panel--that you are not hearing much of anything.)

Playback of individual parts is correct on my friends Mac since is there where it was made on an external VST library Noteperformer.
I don't have Noteperformer so my playback VST on top of whatever this file has. So there is no chance it would load the correct sounds. Manually loading the correct instrument in Aria triggers the loss of all playback.

I have tried to add instruments on the Score manager page, and change instruments on the part. No good results. Nothing appears as new instrument, and I just loose the sound if I do anything in the part instrument settings. 

I guess we'll have to send this to support to see if they can figure something out. I don't see how to upload the file here.

>> I guess we'll have to send this to support to see if they can figure something out. 

Definitely!