I have responded in-line to quotes from your original question, since some parts of your question seem to me to make sense and some parts of your question seem to me to not be sensible without some assumed context (as evidenced from all the questions in the comments).
By nature, .NET assemblies are extremely easy to reverse engineer.
encrypt the .dll (with the help of SHA-256 hash algorithm and Microsoft RSACryptoServiceProvider to sign the ciphertext).
Here, your question starts to become unclear. I think you mean that you will encrypt using some unspecified method and then "sign" with SHA-256. But, SHA-256 is not a "signature" in the usual public-key cryptography sense--sometimes SHA-256 is called a "digital fingerprint," but this is different from a "digital signature," which requires a public and private key (private to sign, public to verify). Or maybe you mean that you will digitally sign the SHA-256 hash using RSA?
Regardless, I can tell you that SHA-256 is resistant to preimage or collision attacks and therefore this type of attack would not be the easiest way for an adversary to attack your hypothetical system.
create a second .dll that will have the encrypted .dll embedded as a resource. Have that second, outer, .dll ask for a key at runtime. The outer .dll would then decrypt the encrypted .dll with the key - if signature verification passes. Load and use the .dll.
There is nothing wrong with this method, per se. However, as others have pointed out, it is certainly possible just to wait until the inner DLL is decrypted and then dump it from memory. It is also possible to obtain the inner DLL by other techniques.
Of course, this does not directly address your question about pre-image or collision resistance, it just provides context. As I mentioned above, you do not have to worry about pre-image or collisions for SHA-256 if you use it correctly, and that is why folks seem to be brainstorming the other relevant attacks for you.
I want to know whether this method could be subject to preimage attacks and collision attacks
The only part of your question that seems relevant to the issue of preimage or collision attacks is the hash function. And your stated hash function, SHA-256, is not vulnerable in this regard in any reasonable period of time.
or similar attacks on the verification?
This is too vague to give a good answer. We can't do a full risk assessment on your hypothetical system since we don't have enough details and some of the details provided don't make sense (or seem to not make sense without some implied context that we would have to guess).
sorry if this is a dumb question.
Finally, as others have mentioned, you can use obfuscation techniques to try and slow the reverse engineering process. There are commercial products that are specifically designed to obfuscate .NET assemblies/DLLs and make them very confusing and difficult to reverse engineer. You can use Google to find specific products. If you go this route, I would suggest choosing a reputable commercial product, not freeware.