'Capture' and 'Apply' are for when you have something selected in plan and you want to 'Capture' that profile, so you can edit/save it, or you want to 'Apply' the current profile to the element in plan.
To change the surface of one edge, open the profile editor and use the pet pallet option on the edge as you have shown.
Change the surface and then 'OK'.
The 'Save' button should now be active and you can save that profile.
And yes, make sure you are not over-riding the surfaces in the wall settings.
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Versions 6.5 to 25
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