Not able to Create Custom Sidebar - No Theme Sidebar Showing


I am unable to create a custom sidebar within a page or post.

I see this message:
All sidebars have been locked, you cannot replace them. Go to the widgets page to unlock a sidebar

However, in Appearance > Widgets I do not see any Theme Sidebars, and therefore cannot check "allow this sidebar to be replaced" as suggested here:

Furthermore, I see a warning message underneath each custom sidebar of a missing argument.