Wow. It worked after I gave myself the SAP_SLD_ADMINISTRATOR role. I guess SAP_ALL doesn't include this role. My frustration overshadows my happiness.
But seriously. Wow, thank you everyone. After assigning that role, clicking on the ‘NWA_01 This wizard will execute configuration for local SLD’ moved right into step 4 of 172. Hopefully I'm on the right path again.
Thank you!