I am trying to complete the challenge of the Integrating External Data challenge, and am hitting an 'interesting' problem.  I believe I've gone through all the steps correctly, but an getting the error below:

The 'Phone__x' external object is not correctly setup with an indirect relationship to the User standard object.

When I go do External Objects/phones/edit UUID I can see the UUID field definition.  I have numerous times clicked on Change FIeld Type/Indirect Lookup Relationship/Related to User/Target Field Phone_UUID__c/Next/Save.  Each time I go though that when I get to the Target Field value the value is set to --None--.  It's acting like it forgets that I gave it a value.  That would explain the error message

Any ideas as to how I can get around this?

Thanks