The error message shown on your command prompts says: ''No Edge In that Direction''. So the problem lies there.
The fact that you are selecting your edge first ''then'' invoking your extend command afterwards might be an issue.
Perhaps autocad in not seeing the edge you selected since you selected it before invoking the command. Invoke the command first, then go thru all the prompts as intended.
Also the way you are selecting your lines might be an issue. You seem to going from a ''crossing'' selection to a ''window'' selection all in the same move. Older versions of autocad treated those selection methods differently back in the day. A ''Crossing selection'' is what you need. Make sure you are doing that correctly. And the size of your selection crossing is very narrow, make your selection crossing wider when you select those multiple lines.
Check to see that your TRIMEXTENDMODE variable is set to 0.
Otherwise, i am seeing a 3D ucs with a 2D operation. Z value might the reason autocad is not seeing an edge for certain lines while it works well for others.