Featured Image not chagning

Hi there,

Here is what is going on. I can’t seem to change to Feature image. Here is how I try to change it.

1. I go to add media.
2. Click on the featured image
3. I click on the Set Featured Image
4. Update the page.
5. The old featured image is still there.

Here is what I have: WordPress 5.1.1 and I believe it has to do with the Classic Editor. I disable the plugins that are how I narrowed it down.

Thanks!
Kevin