The spelling and grammar functionality does not seem to be working correctly in Findings. The most annoying aspect of this is that the automatic capitalisation feature does not work, which is annoying when quickly producing bulleted lists. I can confirm that Auto-Capitalisation is turned on in System Preferences, and that the check spelling/grammar while typing function is on in Edit > Spelling and Grammar.
I am using Finding 2.1.0 build 5648.s, on a 2017 13-inch 4 TB3 MacBook Pro, running macOS 10.15 (19A602). I’d be happy to provide any further information you require.