Your settings look OK. However, some field is missing from your BIOS: Recurrence, which should be set to Monthly in order to make this wake up function working. This is how it is working in my NUCs - NUC7i7DNHE and NUC8i7HVK (i.m attaching images for BIOS). I don't know what is right for NUC5CPYH, since I don't have such NUC. This NUC is now discontinued so, you will not have any support from Intel, but may be some other community member will help @n.scott.pearson
I tried repeating this on my NUC5PGYH, which has the same board as the NUC5PPYH (but with eMMC SSD soldered down) and they all share the PY BIOS with the NUC5CPYH.
I am seeing the same issue. The Recurrence field is missing and, as Leon (correctly) indicated, the BIOS cannot (and does not) wake up the NUC without it. Unfortunately, with this NUC being discontinued, I rather doubt we will be seeing an update for this issue.