You might describe what “I’ve got everything turned on that I can see should be on” in more detail. Otherwise, anyone who wants to help is guessing at what settings to suggest for you.
I find on Accessibility, Hearing Devices, Audio Routing, that I get the best results on things going to my HA’s if I pick “Always Hearing Devices” for Call Audio and Media Audio. Otherwise, lots of times when I go to start the iPhone (Apple) Podcast app and my settings are Automatic, the stupid iPhone with iOS 14.7.1 may try to start playing my podcast through the phone speakers rather than my HA’s. So if you have Automatic for these routing settings, as long as you’re pretty sure that you’re going to be wearing your HA’s, try changing the Call Audio at least to Always Hearing Devices. You could have a friend text you as you try different settings.