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Yoast premium has that  functionality. You checked for that? And you've  verified that the page is actually  redirecting?

Although it is clearly a good idea to have a keyword or keywords in your primary URL, the problem is that your keywords may change over time and you can't have ALL of your keywords in your URL.  IMHO it is probably more important to have a short domain name so that if you have a blog or page title containing a keyword it will show up in full.