Frame and divider does not get added

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You've checked the boxes on the left under the All column correctly. To use the "Apply to Selected" button, you first need to click on the name of the original Frame and Divider you've added, then the button should become "exposed" and allow you to click on it. You can read more about this feature in this post.

PS - you may want to uncheck the left box for the Sub Surface 1 line that has the original Frame and Divider already applied, otherwise you will have two instances of the Frame and Divider applied to one window.