Caesuras are commonly placed at the end of a bar, before a barline. In Dorico Pro, caesuras must be attached to the note immediately after the position where you want it to appear, as then Dorico Pro can automatically position them correctly.
If you input caesuras with your mouse input preference set to Load pointer with item, you must click the first note in the next bar for a caesura to appear to the left of the barline. You can also click directly on the barline.
When input correctly, the dotted attachment lines link the caesura to the notehead immediately after the barline.
If your dotted attachment lines do not link the caesura to the notehead immediately after the barline, delete the caesura and re-input it. Caesuras can cause spacing issues when input incorrectly.