I don't think you are missing anything... I don't think they've programmed the 5E24 Custom Background to give out Origin feats yet. I want to say that when I did create some characters with custom backgrounds myself, I think I ended up just adding them from and to the character sheet under the 'Feats' tab and then clicking the 'Manage Feats' button which allowed me to add any feats to the character I wanted. This would be the way I think that a person would have to expand out which Feats are selectable as potential Origin feats that aren't in the standard book.(Separately, when I tried to create a custom background, it seems to not let me pick an origin feat. Am I missing something?)
Hopefully they will update the programming to allow Origin feats to be selected in character creation pages themselves as part of creation when you select 'custom background'... but I'm not holding my breath.
