If you want to prevent the video window in Dorico from being overlaid when you click on another window in the back, you can use PowerToys by Microsoft.
After installing PowerToys, any window can easily be pinned on top by pressing the Windows logo key, Ctrl, and T simultaneously. This default shortcut for "Always On Top" can be changed and disabled in the PowerToys settings.
Of course, "Always On Top" works with other windows and applications, too.