Sometimes the FUNC key delay or FUNC hold feature can trip you up - I know it did to me. What's that "F" flashing for?
Press [FUNC] and release. "F" will appear in the display.
** Within three seconds ***, press [HOLD] to turn off CC DND.
Press [HOLD] again and CC PRI will turn off. (again, within three secs)
Press [HOLD] again, and CC will turn off completely.
You can see the CC icon go from dark, to dim, then go away completely. Keep in mind the 3-second timeout, or you'll have to start the process again.
OR, If you hold down the [FUNC] key for a few seconds, it will lock. You can again step through shutting down CC DND, CC PRI, and off completely by successive taps of the [HOLD], but don't forget to tap [FUNC] again to get out of locked-function key mode when you are done.