Steve, regarding Highlights, Midlights and Lowlights I would keep the Automatic Setting on (this is the button right from "highlights"). In the case in your picture everything is on "0", this leads to a white picture.
Regarding exposure time: I made sometimes the experience if the setting is too low I get no good results. Try 0.01s instead of 0.001s, but play with it, since it always depends on setup. Gain I would set for daytime photography to 0 or 1.
Regarding focus: Hy is right, that it might be, that it is not possible to get into focus with your camera with your current setup. Maybe you need some extensions. To check that it would be a possibility to point your telescope at the moon (or try it with the mountains, that should work too) and hold a white paper behind the scope. Remove the camera and eyepiece, so nothing should be in the focuser. Move the paper back and forth until you see a sharp picture on the paper. In that distance the camera sensor should be.
I would first check the exposure time / gain. If you get there a reasonable (maybe unfocused but good exposed picture) result you can then go on with the focus. You can watch the focus getting better or worth when moving the camera in or out and then you can see if you may need extensions or not.
In principle its easy but long to describe and for a beginner it is sometimes a little bit confusing