We study the dynamical properties of a two-dimensional ensemble of self-propelled dumbbells with only repulsive interactions. This model undergoes a phase transition between a homogeneous and a segregated phase and we focus on the former. We analyze the translational and rotational mean-square displacements in terms of the Péclet number, describing the relative role of active forces and thermal fluctuations, and of particle density. We find that the four distinct regimes of the translational mean-square displacement of the single active dumbbell survive at finite density for parameters that lead to a separation of time scales. We establish the Péclet number and density dependence of the diffusion constant in the last diffusive regime. We prove that the ratio between the diffusion constant and its value for the single dumbbell depends on temperature and active force only through the Péclet number at all densities explored. We also study the rotational mean-square displacement proving the existence of a rich behavior with intermediate regimes only appearing at finite density. The ratio of the rotational late-time diffusion constant and its vanishing density limit depends on the Péclet number and density only. At low Péclet number it is a monotonically decreasing function of density. At high Péclet number it first increases to reach a maximum and then decreases as a function of density. We interpret the latter result advocating the presence of large-scale fluctuations close to the transition, at large-enough density, that favor coherent rotation inhibiting, however, rotational motion for even larger packing fractions.