Hi Mirkah!
Okay, so I tried following Lee's process, and when I save a brush as a "new brush preset" from my brushes panel, the brush shows up right beneath the brush I was using/modifying. In this case, I modified the "Hard Round" to "Pascal Campion" (inspired by this week's Jump into the Studio Session).
Screen Shot 2020-06-06 at 6.04.58 PM.png
When I go to Edit>Define Brush Preset, however, my brush ends up at the very bottom of my "Brushes" list, which in this case is "Splatter".
Screen Shot 2020-06-06 at 6.07.22 PM.png
Now, when I go back to my Pascal Campion brush and click "dual brush" so I can combine it with my "splatter" brush, it's really like finding a needle in a haystack. I noted my "splatter" brush size, like Lee suggested, which is 493, and it was in the middle of I don't even know how many brushes I have (way too many). If you double click on the icon, it'll show you the name of that brush (in my case, "splatter") and you can change the name from there too if you want. But that's a way you can double-check to make sure you have the right brush.
Screen Shot 2020-06-06 at 6.08.56 PM.png
I'm not sure if this was even helpful, hahaha. But let me know if you're still having trouble and I'll see if I can help! By the way, if you loved this class, Lee also has a great YT video on textures! https://www.youtube.com/watch?v=N7DedDc7aU0