Perhaps you have a second Realmlist.
Also, you don't seem to be a Peon yet, you cannot make an account until your introduction is approved.
The patch wouldn't change anything as we are on patch 3.3.2.
My only suggestion now is to wait until you're a peon after you get your introduction approved and attempt to make an account then, if the problem persists, post here again.
You also might have two WoW folders. See if the one that you are changing has .temp after it. If so, then that is the cause of your problem.
For whatever reason, you are indeed able to still connect to retail, regardless of your realmlist setting, if you try using your retail account information. This is probably a failsafe by Blizzard.
At any rate, you will need to wait for your intro to be approved, once posted, and then create a server account as specified in the
Connecting to the Server thread (I know you said you read it, but you don't have an approved introduction yet, and it would be impossible to proceed without one).
Make sure your running the WoW.exe instead of Launcher.exe, since the Launcher.exe sometimes will reset your patchlist. Blizzard did this as a counter-attack on private servers.