Addressable Scenes Not Loading Dependencies

I'm having trouble getting addressables working for my use case. I need two scenes to be downloaded from a CDN so that they can be loaded at a later time for my Android game. To just get a proof of concept going, I implemented the feature to just download the scene when the user clicks a button (instead of preloading at game start).

I've followed a tutorial (though it was a bit outdated) to get this set up, and here is the code for loading the scene.

Code (CSharp):

1.  
2. // LOAD THE SCENE FILE FROM ADDRESSABLE
3.             AssetRefObjectData assetRefData = GameObject.Find("AssetHolder").GetComponent<AssetRefObjectData>();
4.             AssetReference assetRef = sceneName.EndsWith("6") ? assetRefData.GetStage6() : assetRefData.GetStage7();
5.             AsyncOperationHandle<SceneInstance> operation3 = assetRef.LoadSceneAsync(LoadSceneMode.Additive);
6.             Debug.Log("Load stage scene");
7.             progressBarAnim.SetTrigger("FirstHalfCompleted");
8.  
9.             while (operation3.Status != AsyncOperationStatus.Succeeded)
10.             {
11.                 float progress3 = Mathf.Clamp01(operation3.PercentComplete / 0.9f);
12.                 progressBar.value = 0.33f + (progress3 / 3);
13.                 yield return null;
14.             }
15.  

I set up my addressables like so:


I've set Play Mode Script to Use Asset Database (not exactly sure what this does as this isn't documented, to my knowledge). Clicked Build -> New Build -> Default Build Script.

When I run the game and click to load Stage6, it loads but all the textures and shaders are gone. Magenta everywhere!

Is there something else I need to do in order to get the dependencies to load?