What version of Finale? - perhaps v27?

1) In the score the Tenor saxes are sounding Concert B♭ and Concert D (written as C and E).

This is correct staff transposition for instruments in B♭.

2) In the part the Tenor saxes are sounding Concert G and Concert D (written as A and E).

This, too, is correct staff transposition for instruments in B♭.

Something to try (as a test, on a backup copy!):

- In the score, delete the Tenor 1 sax notes in measure 34. Take a look at measure 34 in the part. Now measure 34 should be empty, also in the part.

- Then, enter the measure 34 notes again.

Check whether the problem has gone away.

Does your part look right (but sound wrong)? You are only going to print or pdf the part so the audio playing in the wrong octave in the part shouldn't matter.

Do you have an expression with an octave shift? Or maybe you need one?
https://www.rpmseattle.com/of_note/displaying-different-octaves-in-score-and-parts-in-finale/

A user from a couple years ago with this exact problem noted: "I accidentally fixed it by going to the MIDI/Audio tab, and switching from "Play Finale Through Audio Units" to "Play Finale Through MIDI." It reset the playback so that the voice was in the right octave. I then switched back to playing through audio units, all is still okay!"

Thank you for your help. I bought Dorico and it seems like Music xml goes fine together vith Dorico