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
Okay so there are basically 2 ways how to make this work:
1) System - Hot Keys - assign Widgets (it is really useful to switch to English and find out the name in your languge based on the items above and below, this was my problem) to the button / buttons you wish.
2) Activity settings - Disable LAP button function in the activity you do and the LAP button will take you to the same place - you lose LAP, but you save one Hot key slot.