It's not possible to add a custom watchface as a screen in an activity such as running.
What's missing from this discussion is that to see your custom watchface during an activity, you have to use the "Widgets" hotkey, which I believe is Hold DOWN on Fenix 5 watches. The widgets hotkey takes you back to the watchface and widget loop. (If Hold DOWN doesn't work, then you need to assign a hotkey to widgets in Settings > System > Hot Keys.
As noted above, if you have a Connect IQ data field (or two) installed on your activity, you may see the native watchface during an activity.
I don't know where you all come up with this option "Widgets" option. Do you really have Garmin fenix 5 Plus? In all threads they mention the Music app being default option for Hot key on Down button. I found a solution that works, really simple, described in this thread: forums.garmin.com/.../see-your-regular-watch-face-during-activity-is-possible
I've actually disabled the normal Lap button and added Lap as a hotkey to the long press of the Lap button. I find it safer because it prevents extra laps from accidental presses of the Lap button. And it provides easy access to the watch face by short press.