To anyone who runs to this in the future and finds this post.
Besides having it set in Settings > Permalink as described in the original post
I needed to have it setup in Tools > Permalink Manager
In my case, I had Trailing Slashes set to Add Trailing Spaces, but I also needed to have Trailing Slashes Redirect turned on.
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This reply was modified 4 years, 5 months ago by rvjonel.