Hi James:
Here's a demo of how it will work when you get the process straightened out. I'm showing you the first two components individually, and then how the nesting works when I click on the table style.

And two good points were made while I was making the demo: be sure you clear all overrides from the table (see: https://www.rockymountaintraining.com/adobe-indesign-tables-that-wont-accept-table-and-cell-styles/) and be sure the top row is designated a header row.
~Barb
EDIT: Thank you for sharing the screenshot. You do have the cell style nested correctly, so it's one of the two things that were already pointed out. Overrides or the top row was not designated as a heading row, or both. Almost there! 😊