How to set double click on dolphin while keeping single click on system settings icon?

Once I changed from single click to double click in System Settings-Input Device-Mouse, then I need to double click on the settings icon now. How to keep single click on settings icon, and double click on dolphin?

You can't.

Single/Double click is (and always was) a desktop-wide setting, that's why the option has been removed in dolphin.

OTOH, in Plasma5, the icon and trash widgets ignore that setting anyway, and a patch to "fix" that has been rejected by the usability experts with the argument that double-clicking is only useful to allow *selecting* icons with single click, which doesn't make sense there.
Selecting icons doesn't make sense in systemsettings either though, so you may want to file a bug report against systemsettings to only use single-click regardless of that setting, I'd say.