I’m 95% sure you’re using some sort of caching plugins.
Go ahead and activate the widget, put all your URLs in (make sure you have “http://” before your social media URLs. These are not added by default). Once you have the widget activated and saved, go ahead and clear all of your plugin caches.
My plugin is not able to clear your caches for you, and if the widget wasn’t on your site when a page or post was cached, it won’t appear in the cached versions.