Transposed scores and correct key signatures?

Hi. For the first time I have imported a midi file into MuseScore. The file was created on Sibelius. Following a burglary, I only had the midi file of the arrangement left. So I imported it into MuseScore.

The problem is that the Bb trumpet parts sound right, their notes are right, but the concert key remains to appear. Then it indicates the sharps and naturals to be played, as if they transposed key signature is not effective. The same goes for the F horn.

When I tried to make corrections to the staff properties, it went haywire. When I go to Notes > Concert Pitch, it's even worse.

Kindly assist on how I correct it in future?