Update: Followed instructions to the way I thought was intended to do a 'clean' install after uninstalling. Reinstalled game then went through steps to install Wolves of Steel for my Steam version. Got the SH5 REGKEY error again. Figured it had to do with the SH5.exe file. Tried everything again. This time I created a patched version of the SH5. Was able to install Wolves of Steel and...nothing. Followed steps to the 'T' as given in the PDF for installing to a Steam version.
At this point I think I'll keep adding to my thread here with the goal that I'll work out straight forward easy way to install WoS that works.
In the mean time I'll carry on with my 'successfully installed' version of Vanilla SH5 campaign.
Here are the instructions I used to install:
https://drive.google.com/file/d/1aXA...ew?usp=sharing
* It's interesting that I was able to have the Steam Conversion Tool successfully patch my Steam version and then carry out the rest of the steps to install WoS. Then was able to start game and new campaign. Then set sail and realize that everything was strangely similar to my first vanilla SH5 campaign. I was confused as I thought it would be obvious that I was now running the WoS and that even then if it wasn't successfully installed I wouldn't even be able to start the game.