The screen shots help.
The only thing that appears out of the ordinary is the bank assignment for Kontakt. It is set to bank 2. Unless you have additional instruments not seen in the score screen shots, it should be set to bank 1. Since you say the sound works, then this isn't a real issue.
In previous versions of Finale with the Score Manager, it was important to set the percussion midi map prior to selecting the percussion layout. Since the two files work together it's important that those connections where actually working. What does look out of place is the screen shot of your score. It displays a 'Custom #' note being entered. This generally indicates that the wrong or no percussion layout was selected.
Try starting a new score using the Battery template. Make sure that the Kontakt device is set to Bank 1, load your instruments, then select your VDL percussion midi map followed by the matching percussion layout. Set a midi map and layout for a staff, then check the layout by clicking Edit for the selected layout. You should see VDL sound names rather than 'Custom #' if things are correct.