It has been a while (a long while) since I set mine and my memory is fuzzy, but, as best I recall, I had to skip whichever setting came up first and set the second one. Then I could go back and set the first one. The temperature, I left at factory setting. (Even at factory setting it saved me from an RV fire a few years ago when a brake started dragging. When it alarmed and I got pulled over, the wheel was smoking.)
Bobbo and Lin
2017 F-150 XLT 4x4 SuperCab w/Max Tow Package 3.5l EcoBoost V6
2017 Airstream Flying Cloud 23FB