Step 3 or 4 won't work, but it did in some of the preview versions.
I'm sorry to hear you're having trouble. Our resident Unity expert, Harri, is currently on vacation. He'll handle it once he's back.
Sorry for the late reply and the troubles!
We have just added a commit on the 4.0 branch which fixes the Atlas Assets array immediately resetting in the SkeletionDataAsset Inspector.
A new 4.0 spine-unity package is available on the download page:
spine-unity Download: Older Versions
Related forum thread with the same question for later reference:
Atlas Assets parameter in SkeletonData asset