Hello, the options for the appearance of harp pedaling, diagram or note names, exists not only in the Setup mode → Layout option for the Harp player but also in Engrave mode, but here it does not have any effect.
I seem to remember there being a corner here. Just to the right of your screenshot, is the Set Local Properties switch set to Locally or Globally? Try changing that switch, then setting the property again.
Well, and that works!