Maybe try a different theme to make the highlighted part more obvious …
https://manual.audacityteam.org/man/themes.html
We can’t tell if it’s selected or not while you are using a custom theme. Try the default “Light” theme.
How exactly are you doing that?
You don’t have a selection in the track waveform - you have a time range selection in the Timeline.
This just defines a time range for Quick Play
See: https://manual.audacityteam.org/man/timeline.html#usage
You need to click & drag in the waveform to make an audio selection.
And see: https://manual.audacityteam.org/man/audacity_selection.html
WC