Hi, my name is Neil and I'm a Windows 11 and Chrome user like you.
I'll be happy to help you with your question.
Sorry you're having an issue setting your default browser.
In your first screenshot you shared, at the very top, it says "Make Google Chrome your default browser". Opposite this there is a button "Set default". Please click this. You should then have a tick next to this button showing it is set as the default.
This should change most of the file/link types below to Google Chrome. It won't change all of them, but the ones necessary.
I use Chrome as my default browser and there are only 4 file types selected for Chrome and these are as follows:
.htm
.html
HTTP
HTTPS
So just make sure these 4 are set for Chrome. If they aren't, click the banner for the file or protocol type and then select Chrome from the pop up menu to set Chrome as the default manually.
See pic below.
I hope this helps.
Kindest regards,
Neil