Yes you’re right the light probes basically just “catch” the light within the light probe group and apply it to moving objects. Light probes don’t actually emit light or anything like that they just sample the light in a given area and apply it to anything that is using them.
Make sure your blue sphere is emitting light. It can only emit light if it is set to static. Unfortunately if it’s moving you can’t emit light using emission maps.
After that make sure you have a light probe group that can reach both the blue sphere and your moving object and assign the light probe group to the moving object.
Also make sure that your red sphere isn’t super bright otherwise it’ll wash out any blue light being cast onto other objects. I believe the red sphere used in the tutorial is set pretty high.
Hope that helps. Light probes can be a bit weird to understand but all it’s doing is sampling light and passing that info to moving objects.