Hello William,
[Topic moved here.]
Whilst I can't offer technical support officially for it (and Finale isn't one of our officially-supported AU/VST hosts), briefly: my guess is that you have the MIDI IN port in Hauptwerk that's receiving the MIDI data from Finale (e.g. the Hauptwerk AU/VST Link) ticked in the right-hand (MIDI recorder/player/sequencing) column on the 'General settings | MIDI ports | MIDI IN ports' screen. That column uses a special, fixed MIDI implementation, as covered in the 'MIDI sequencing, the Hauptwerk AU/VST Link ...' section in the main Hauptwerk user guide (starting on page 216 in the v5.0.0 version of the guide).
We instead recommend configuring Hauptwerk for use with notation software is described in the 'Composing pieces off-line from MIDI notation software' sub-section (pages 227-232).
Hope that helps.