Romanji no longer working on MacBook?

I realized Romanji works on my phone and iPad but not my Macbook. To be specific, when I would type "he" it wouldn't be converted to "ヘ" but instead, it would stay the same ("he"). I came here to find the solution, but as usual, the answers were especially unhelpful.

Solution: Open your keyboard settings, Under Text Input; next to Input sources, press "edit." Next, press "Japanese-Romanji" under "All Input Sources" Then in the section "Caps-lock action" pick "On for "Romanji" input." Make sure "Live conversion" is on.

Now you should be able to type in both hiragana and katakana using Romanji live conversion. Example: ki=き ki=キ

My settings are below.

Let me know if further details are needed.