Why does `rust-analyzer.cargo.features` not change the features for the save check (VSCode Extension)?

Question

I'm working on a rust project and you have to pick some features to decide the linear programming module to get the project to compile. Normally, I can run check with cargo check --features lp_coincbc,blas_openblas-system and everything works fine. However, the Rust Analyzer VSCode Extension gives me errors (compile_error!s that are built into the project) even though I have this set up in my VScode settings.json file.

# ~/.config/Code/User/settings.json
{
  ...
  "rust-analyzer.cargo.features": [
    "lp_coincbc",
    "blas_openblas-system"
  ],
  ...
}

I further checked rust-analyzer.checkOnSave.features and it is supposed to default to rust-analyzer.cargo.features, so I'm just really confused here. Any help would be appreciated.

Edit: Including the language server trace configuration (removed for character limit).

Edit 2: With RA_LOG="flycheck=info" (removed for character limit).

Edit 3: Rust Analyzer Language Server Panel:

[INFO flycheck] restart flycheck "cargo" "check" "--workspace" "--message-format=json" "--manifest-path" "/home/ihowell/Projects/rl/nnv-rs/Cargo.toml" "--all-targets" "--features" "lp_coincbc blas_openblas-system"

Edit 4: Copy of error in mod.rs

[{
    "resource": "/home/ihowell/Projects/rl/nnv-rs/src/lib.rs",
    "owner": "rust",
    "severity": 8,
    "message": "error: Must enable one of \"blas_{{intel_mkl,openblas-system}}\"",
    "startLineNumber": 43,
    "startColumn": 9,
    "endLineNumber": 43,
    "endColumn": 85
}]