Also, be aware that when you add a key signature, it's always the concert pitch key you are adding, so MuseScore can then transpose as appropriate for each instrument in your score. For example, if you add G major from the palette, it's completely correct that this is displayed as A major on a Bb trumpet staff, if concert pitch is turned off. If concert pitch is on, then you'll see the G.
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Sample score and steps to reproduce needed.
Also, be aware that when you add a key signature, it's always the concert pitch key you are adding, so MuseScore can then transpose as appropriate for each instrument in your score. For example, if you add G major from the palette, it's completely correct that this is displayed as A major on a Bb trumpet staff, if concert pitch is turned off. If concert pitch is on, then you'll see the G.