After suggestions from pf2.0nyc and cmb, I have upgraded to 2.3-Release, and failover is working as I need it to. I even got lucky, and this morning the problem WAN failed, so everything is actually going out on the default WAN!
One addition of pf2.0nyc's posting. If you use Dynamic DNS, you may want to change the gateway it connects to. Connecting to a dead WAN isn't as useful as connecting to your new Gateway Group.
Attn pf2.0nyc: Unfortunately, my testing isn't likely to help you any. In my situation, I'm trying to fail over one WAN to another (default) WAN. Because the default WAN doesn't need to change, I can't add any useful information to your problem. My only suggestion would be to upgrade to 2.3-Release, and see if that changes anything. Thank you again for your detailed forum posting.
Final Update…I had the Wizard create my first network configuration. It created two interfaces, where there is only one. The first interface is 'name' and the second interface is 'name-DHCP'. While 'name' is my default WAN, it doesn't work as a failover interface. The second failover interface has to be 'name-DHCP'. I can't explain it, but it works this way, and didn't work when I selected the default WAN as the second failover interface.