first of all - the steps I mentioned were correct, right?
Maybe there is a little misunderstanding.
The font we use on the website is Open Sans in different font-weights (300, 400, 400i, 700, 700i). These are the fonts I downloaded and put via FTP in the /wp-content/themes/x-child/fonts folder.
In the Theme Options > Typography we can set 'Open Sans (Google)' for the body and headings. Changing the font at this place does work as it should. If I use Arial e. g. the fonts will change. So maybe the steps you mentioned are not neccessary?
If we use that option with 'Open Sans (Google)' the connection to the Google servers will automatically take place. To remove the connection to the Google servers I changed that two font settings to 'Arial (System)' although we are not using Arial on the website. I used this change like a pseudo font.