I had given up, but recently I aquired Ableton's Live (loving it), and something struck me. Both programs support rewire. So I opened Scope, started Live, selected Sibelius in the "Audio from" menu in the audiotrack, and (holding my breath) started Sibelius. Lo and behold, it worked.
Following that my girlfriend was rather unsure of how to interpret my behavior

Conclution: use rewire for Sibelius (and hope Avid realizes the pathetic state of the audio part of an otherwize brilliant program).
Regards
Soren