Calligraphy library by chrisjenx is not working

Along with @Theo's answer, make sure you register your custom Application in the Manifest

<application
  android:name=".MyApplication" <----------- HERE
  android:allowBackup="true"
  android:icon="@mipmap/ic_launcher"
  android:label="@string/app_name"
  android:roundIcon="@mipmap/ic_launcher_round"
  android:supportsRtl="true"
  android:theme="@style/AppTheme">

as mentioned in the Readme file in github, This version of Calligraphy has reached its end-of-life and is no longer maintained. Please migrate to Calligraphy 3!

For the configuration to take effect, you should set up the default font in the onCreate() method of your custom application class, instead of in the activity.

Also, the instructions at https://github.com/chrisjenx/Calligraphy say to inject into the context, by overriding a method in the activity as follows:

@Override
protected void attachBaseContext(Context newBase) {
    super.attachBaseContext(CalligraphyContextWrapper.wrap(newBase));
}