Until 2:10 the setup is correct.
Your point of departure is KO09 RWY 10 so that's what you should choose as your starting location, that's all.
At 2:14 you are choosing a different starting location.
Short final is close to the runway to train just the flare and landing.
Long final means you can train flying e.g. the ILS approach.
You can choose both final options as starting points of course, but in this case you don't need to setup the navigation from KO09 to KMHR.
The interesting part in the video is missing. Where do you actually start the flight from? KO09 or long final KMHR?
Concerning the screenshot; You are way too slow for the flap setting. At 140kts the flaps need to be the full down at the 40° position.
Impossible to tell from the screenshot, but it looks like 111.3 isn't set on NAV1. That's why you get the red OFF flags.
The approach mode will always work if the ILS frequency is set correctly.
edit: just tested and you simply had bad luck by choosing KMHR 22L.......the ILS frequency is wrong in the sim.
So it's not your fault!
The correct frequency is 111.35.
For flap extension I suggest you use this approximate schedule.
<200kts flaps 5
<180kts flaps 15
<160kts flaps 25
<150kts flaps 30 or 40