I don't know if things are different in SW2018 but have you read this article?
I know that you've said that you have already created your watermark, but the link I've given just might ensure that you have done it correctly and therefore eliminate further issues.
Further to that, there are many threads on the forum regarding watermarks, and these can easily be found just by using the magnifying glass (top right corner of the home screen) and then using the appropriate keywords.
Best of luck.
I'd recommend having two separate sheet formats, one with the watermark and one without. It's very easy to switch back and forth, even with multiple sheets.