I had a similar problem, so this may or may not help, but once I created my menus I couldn’t utilise them in different pages.
It’s just not very well signposted, but what worked for me was to go to Appearance, Custom Sidebars. On that page there is a section called Replaceable sidebars where you’ll find all the sidebars you created.
Highlight them all and save.
Then go back to the page you want to change the sidebar for and in the right hand column you should find a sidebar option that includes all your sidebars. Choose the one you want and save. Worked for me. Hope this helps