I didn't know it came via Scottish, but that makes sense. It's called tandem or alternating tandem reels there?It's not clear to me how it ended up being called a dolphin hey instead of a falcon hey; but I'm not going to try to change that vernacular.
You've got several possible concepts here (where, how much, with or without change of lead); 'dolphin reel' and 'falcon reel' in SCD are just shorthand terms for a couple of them:
When I ran it for contras, I had a demo on the floor (jumping down myself to do it, or working with a couple I had taught ahead of time). If I keep it rotation, I'll see if I can develop the language to teach it completely verbally; but for now I'll rely on a demo. I'd also be curious how other folks teach it; and I'll query some instructors of Scottish and/or English.
I have called Scottish, English and some contra in Cambridge. We're in the unusual position that our contra dancers pretty much all also dance ECD or SCD or both. So they're already familiar with heys for three (and at least for SCD we plan the programme for the first term to build up the figures gradually, as we have new students joining each year, and we won't introduce dolphin reels until we've taught the basic figure). So alternating tandem reels are relatively straightforward to teach. I begin by getting people to walk the reel with the dancing couple stuck together probably in promenade hold, then get them to walk it again but stop when the dancing couple have got out to the corner of the set. Then I get them to turn round and notice that the back person is now in the lead. I may warn people that a dance features a pantomime dolphin, which is much more interesting than a pantomime horse / cow, in that the people get to swap between the head and tail ends : p.