You can do this, you need to set up a piano instrument and assign it a VST with your ensemble patch. One each for winds, brass, strings. But you’re right there’s no native Ensemble instrument for setting this up. I’m not sure how this would work with templates / endpoints / whatever they’re called.
I use Pianoforte for sketching because Dorico considers it a different instrument than Piano. So perhaps you can create a playback template that defines Pianoforte to be your ensemble patch? And then add custom techniques to choose different channels for wind / brass / strings. Or potentially seek out two other unused grand staff instruments and define them to be the other section ensemble patches.