I don’t think in a realistic operations research problem we will make use of the dual variable of a general QP (or QCQP).
We tend to write dual programs for convex conic programs (including convex SOCP). (Do we also write dual programs for QP? seems exists but I don’t encounter it often).
The Gurobi solver is usable but some times may have problems like Gurobi Error 10005: Unable to retrieve attribute 'Pi' - #7 by WalterMadelim
I have a bit of experience about the Gurobi solver. Sometimes I encounter strange behaviors. Perhaps tuning those parameters could help make it more stable, like Presolve, DualReductions