When you open a MIDI file in Sibelius for the first time, with no key signature, it takes the MIDI note numbers and translates them to notes on a staff; so if middle C is note 60 (which it is) then when it sees note 66 it says "should this be F# or Gb?" and when there's no key signature it goes by whatever the rules of "no key signature" are and writes the more common F#. But if there IS a key signature, say Db major, it will write that note 66 as a Gb (which because of the key signature is written as just a Gb). Or if the key is Ab major it will still write that note as a Gb because of whatever the Ab major rules are.
I know there is a function, maybe a plugin but I think not, that says "okay I know I translated the MIDI note numbers before with no key signature. Now I'm going to translate those MIDI note numbers again, using the rules of the key signatures that are now in place in the score."
That question went unanswered, so hopefully someone is aware of what to do here.