I have the same problem. I don´t know how to add that image. I’m following your steps one by one. Maybe I’m doing something wrong. It says set a featured image, but that option doesn´t exist. I tried to modify the code but it becomes a mess.
You don’t need to make any code changes in the theme. To add featured image in the page, please go to your respective page and in the bottom right section of the page you will find the option “Set Featured Image”. Here, set your featured image.