you have to make these choices in the device (Apple TV) settings, not at the app (Netflix) level. In practice this means that for one series, the Apple TV setting of "Default Language" means that Netflix will stream the program in the original language, while for another you'll hear it with dubbed English dialogue.
For example, the Icelandic series "Trapped" and the Finnish series "Deadwind" both played the dialogue in the original language, so we could hear the actors actually speaking as we read the English subtitles. But for "Lupin" (French series) and "The Valhalla Murders" (Icelandic series) the Netflix app interpreted "Default Language" for dialogue as English.
For "The Valhalla Murders," we were stuck with the dubbed English, because the Apple TV Netflix app has no way to choose language settings, and the Apple TV device setting doesn't include Icelandic as an audio choice for some reason. (I've since learned that the Netflix iOS app does include the option for original Icelandic dialogue for this series. Go figure!)
For "Lupin," I was able to change the language for spoken dialogue to French in the top-level Apple TV settings. But then when we started watching "The Money Heist" (Spanish series), the Apple TV's dialogue setting was still on French (and choosing "Default Language" on the Apple TV again gave us dialogue dubbed into English). So, after navigating up and down several levels in the settings a couple of times, we changed it to spoken Spanish dialogue, still with English subtitles.
Setting subtitles to English is not a problem. I just wish the Netflix Apple TV app had a setting for "Always use original language for dialogue." I was hoping that was what "Default" meant.
I know, First World Problems! 
As noted above, the Netflix app on my phone does give me a choice to hear the dialogue in the original language (for example, The Valhalla Murders). So we may just stream from phone to Apple TV for those in the future.
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