The KS Dump file is a Finale Library file, kindly provided by VSL. It provide a more user friendly way to create keyswitchs. But it's not really related to the VSL software or licensing.
It goes in the C:\Users\username\AppData\Roaming\MakeMusic\Finale\Libraries folder.
It could be you just need to reload it, and add it to your default file/project.
As to your other question, Dorico is far and away the best notion software for working with VSL or any other 3rd party VST library. Finale is at the back of the pack.
Bill