Help - Learning UE and I've run into an issue

So this is my second attempt and both times the exact same thing happens. I’m going through the Rya and the Last Dragon module in, Unreal for VFX course and right in the first video I’m having issues.

I’ve created the additional levels and placed them under Persistent Level, changed them to Always Loaded, then clicked on both Rya and the Camera (separately) CTRL+M and as you can see, they do not get assigned to SL_RYA02_Anim

Anyone experience this and how did you fix it?

If I just continue will I have any other issues or…?

Sorry if this is the wrong forum but I didn’t see one specific to help and support.