I have no issues with the dictionary.
I've added a new folder in default location:
C:\Program Files\Affinity\Publisher Public Beta\Resources\Dictionaries\
For Polish I copied spelling dictionary from https://sjp.pl/slownik/ort/ (it includes 2 files: pl_PL.aff and pl_PL.dic)
Then I learned about LibreOffice github repository (https://github.com/LibreOffice/dictionaries/archive/master.zip), grabbed the hyphenation dictionary from it and added it to the same folder.
Both spelling and hyphenation are working as expected.