Something went wrong with step 9. Make sure you have an active selection and you are on the right layer. If you add a layer mask with a selection active that would be all you need to do. The mask should be white on the duck and black on the rest of the layer thus showing the duck and hiding the rest of that layer. Is that not the case?
The duck should be on top of the sky, and rather than cutting a hole in the sky for the duck to show through, cut the duck out of its existing background. You're fine until step seven; put the duck on the top, and then add the layer mask (or, Layer > Layer Mask > Reveal Selection). No need to do any painting.
By having the mask associated with the subject, in this case the duck, you can move and transform the subject, and the mask will follow along.
You have many steps here: some unnecessary, some confusing. I suggest you start from scratch.
Call up the sky image. Call up the duck image and drag it over the sky image as shown below.
Select the duck and with the marching ants showing, click on the mask symbol at the bottom of the layers panel.
Many thanks for your time and effort, it is most appreciated.
I have tried it and it worked first time.