I don't copy and paste a url, I go into my pictures and images - where i have them stored/saved, click on the pic I want and open, drag and drop is handy for website photos, I think because you have C&P a URL and not just uploaded the photo, it is not highlighting the 'done' button because you didn't just 'Open' the pic from your storage, they are looking for the website or whatever from the URL,
I think the url is the problem, if you just opened the pic, your doing ok until you mention url, it's hard to explain when I do something so frequent I am more a kind of - have to see where you go wrong so the only thing I see is the url, I am going to try what you did, see how it goes for me, I can always delete and come back and say how it worked - if I got the unhighlighted Done button too, I suppose you have lost patience by now. Keep with it, it is fun when you pin often and see what's going on ...that's why my housework is falling around me ;)