Not sure I completely understand the steps you are taking. If you are using the "Overlay" button on the bottom right, then that is your first mistake, that is for how overlays transition on and off.
If you simply want to place an overlay bug, you have a couple of options. Either use one of the 4 overlay buttons (1,2,3,4) under that particular graphic input, or use the "Multi View" in the input settings (gear wheel, beneath each input) of your camera or video input.
Or perhaps you are somehow using vMix Basic and not vMix SD.
Hope that helps.
Let me know how you make out.

Ice

@ Coskel22
The overlays are layered with 1 being on the bottom (or back) and 4 being the top (or front).
Each of the overlay buttons can only be used once as a downstream key. For example, if you overlay your scoreboard with button #1 and then overlay another graphic with button #1 you will lose the scoreboard.
You can add additional graphics on top by using buttons 2,3 and 4.
Of course, your graphics must have an alpha channel (transparent background) in order to see the layers below it, otherwise you will get the fullscreen of that input.
The other option is to use the "Multi View" feature as an upstream keyer of sorts, which gives you 4 overlay channels for each input allowing you to create multiple special effects.
For example, if you want a permanent bug on a particular camera input (say a fixed cam on the bench to say "Dugout CAM), I would use the "Multi View" feature in settings to place that bug as overlay 1. That bug is now just an overlay for that camera and does not affect your downstream overlay button #1 which you are using for your scoreboard.
I hope that this makes sense, if you can describe exactly what you want, I can try to describe exactly how to do it, but I think if you play around a little, you'll be able to figure it out.

Keep me posted...


Ice

@ coskel22
I'm still not clear on your description...
I assume input 1 is a camera or video source, yes?
Or is input 1 your graphic (picture or logo with alpha channel)?
Pressing an overaly button (1,2,3 or 4) on an input, overlays that input as a downstream key on top of (or over layed) on the program out.
How the overlay's appear depends on a) the graphic you are using (does it have an alpha channel to see through the parts we don't want to see) and b) How it is set-up in the master "Overlay" settings (button at bottom right).
You can even overlay a camera input, it doesn't have to be a graphic (hence, special effects & green screen etc.)
If you activate all four overlay channels of a particular input, what you have done is added four layers of the same thing to your output, so the appearance looks the same.
If you want to lay something over top of overlay #1, you have to use another input with overlay #'s 2,3 or 4.

Ice