The problem here is the sequence of your actions.
Unity Terrain Engine automatically detect which Render Pipeline is used when creating a terrain.
When generating the terrain, you used Standard Render Pipeline, and Terrain Engine used shaders for it.
Then you set URP, but the shaders are still used for Standard RP.

You have two ways:
1. Set the correct shaders for each terrain.
2. Generate terrains again, and Terrain Engine will automatically detect that you are using URP.

P.S. I deleted your screenshot because it contained your invoice number.
Please do not post invoice number in the forum.