DNS Plesk and my domain provider

There's something I dont understand and am trying to...

I have, as you may know, a vps with plesk installed. I have a myriad of domain names for different projects. Im quite familiar with using the domain name sellers services to point different parts of the DNS at different ip addresses, however they charge for this service. There is the option on my domain name to host the dns elsewhere.  On Plesk for each domain, you can turn on DNS hosting, it actually seems to happen automatically. So my understanding is this server is now acting as name server for its own domain, but its not active until the domain reseller updates their records.

Figure 1

Figure 2

So it appears to me that I should simply be able to select the domain server my vps creates in plesk and copy those entries into my domain sellers nameserver change boxes...

Figure 3

Except it doesnt seem to work.. what am I doing wrong ?  

Whenever I set it, it doesnt seem to save the change. It just goes back to uk2's

This is what it looks like when i change nameservers....

Figure 4

but if u go back and check after this....

its reverted back to uk2's servers as in Figure 3.

My understanding is the following...

My server starts bind/dns  - registers itself as the authoritive nameserver for clubsite.info with the nameservers at .info.   

Anyone looking up clubsite.info gets forward to the nameserver at .info which forwards it to my server which returns the ip address.