In the screenshot you sent, you can see that some of the precursors still are missing a dot (mostly green dots in your image). This means that for some reason, Skyline has not extracted chromatograms for them. I am not sure why, unless they were added after you last imported your raw data, which seems unlikely. I can probably be more helpful if you post your Skyline document (using File > Share - Complete) and a raw data file to our file drop point:
You can get the graph you are looking for by selecting the peptide and not a single precursor in the Targets view. That is, if you select the peptide EIAQDFKTDLR you will get precursor-level chromatograms (unless you have View > Transitions > Split Graph checked). In this case, you will see 4 of them, one for each of +++, +++ (heavy), ++++, ++++ (heavy). If you still see chromatograms for every transition in 4 separate graph panes, then you must have View > Transitions > Split Graph checked.
If you really want to see a plot with only +++ - in red, and +++ (heavy) - in blue, you would need to delete the ++++, ++++ (heavy) precursors, potentially later to Undo that operation. I don't think there is currently a way to get a graph of multiple precursors other than the ones under a peptide when the peptide is selected. I could imagine this working, though, through multiple selection. That is I could imagine if you had +++, +++ (heavy) both selected and nothing else, that you might get the graph your are requesting. So, that is an interesting feature suggestion. Currently, however, we only give you a special graph for multiple selection when you have multiple peptides selected. With multiple precursors selected, we just show chromatograms for the one with the "focus" (dotted rectangle).
You should be able to assign protein names to added peptides by using the Edit > Insert > Peptides form. Also, you could just insert all your peptides and then use Refine > Associate Proteins to provide a set of proteins sequences (using FASTA) that the peptides will be mapped onto based on sequence matching.
Hope this helps. Sorry for the long response.