Hi Jerry,
As Andrei pointed out in his last reply is correct, you need to assign your pfcg role in su01(screen shot attached below), if the user needs to access multiple roles you need to assign multiple business roles as highlighted below
In your screen shots which you have pasted, if the user needs to access the system using a single role you need to assign the same in the org model, however pfcg roles need to be assigned to the user in su01 as shown above.
Kind Regards
Atul