Colour range not staying during masking

When you selected color range, why did you choose gray? The Warthog is not gray, the grass can be close to gray.

Also a tip, when playing with color range as a modifying brush as an intersect, click on the color range brush (as you are in the last screenshot) AND click on the Show Overlay, then adjust that Refine slider.

Adding a color range will not remove the grass from the the mask, regardless of what color you use. The head of the warthog is already in the mask, so if you try to add a color range based on its color, then you add this mask to a mask that already exists, meaning nothing will happen. If you want to remove the grass from the mask, then you must find a way to subtract it. Subtracting a green color range mask might work, but because the fine tune options in a color range mask are limited, it may not work well enough. If you want to try to do something based on the color of the warthog, then you must use intersect, not add. Hold the alt/option key down, then the Add and Subtract buttons change to an Intersect button.

Another thing you could try is leave the grass in the mask, but use Point Color to change its color back to the green color of the grass outside the mask. Point Color can make much more refined color selections.