PostgreSQL: What is meant by "please specify covering index name"

in our case this helped: before saving "new FK", firstly open "edit options" of "previously created FK", and DO NOT CHANGE anything then return to "newly created FK" edit options, save button magically activated

Temporary workaround: Using pgAdmin

If you have a single foreign key:

Click on edit to expand, and click on it again to collapse, save button should be re-enable again.

If you have multiple foreign keys:

Repeat on every foreign key entry, click edit and "un-edit" for every foreign key, the Save button should be re-enable after every one of it is clicked.

Usually, whenever the error pop up when I want to add anything to the constraint, I will just expand and collapse every foreign key, save button should be working again.

For action,

If you want to add an action, eg: On update/On delete

The error message will pop up again. Don't forget to click on the '+' button to add the column, then repeat above steps(expand, collapse) to clear the error message, then you can save the foreign key. Yeah~ I know it is ugly...

For updating action for existing foreign key

Currently, I don't know any workaround, but the ugly way...

Delete the fkey -> recreate the foreign-key -> update the action -> clear the error message with above steps -> save.

I can't reproduce your problem, as pgAdmin4 won't let me change anything about a constraint (other than its name) in the first place, so I can't get to the point where it would throw me an error like that. All the affordances to make changes are there, but they are all greyed out.

Also, PostgreSQL itself won't let you change an action on a FK constraint (there is simply no variant of "ALTER TABLE" which implements it), so you have to drop and recreate. So it is not surprising pgAdmin4 wont let me model such an action when it can't be done.

I don't know how you are getting it to produce this error, but it is probably a presentation bug in pgAdmin4, it is reporting an error condition as an error, but with a unhelpful message.