Here are the two types of setup l have for the buttons. As far as I can see they have the same set up as you demo'd in the video.
the (Frame) one works but the pen one doesn't do anything.
I tested the middle-click button (not the Frame one) on a webpage and it only worked after I took the pen away from the screen, then the scroll arrows came up, when I put the pen back near the Screen, the scroll arrows stopped showing up.