Selected part of a track not highlighted

Maybe try a different theme to make the highlighted part more obvious …

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

You need to click & drag in the waveform to make an audio selection.
And see: