Right. Yeah, 301 redirects can be a bit confusing.
You cannot setup 301 redirects on pages that exist on a project, only on slugs that do not exist.
On the project you are trying to set up the 301 redirect on, you have a page in the project with the slug /old/membership.
You will either need to delete that page, or change the slug. I am guessing since it is in a folder called Old, you may not need it, so changing the slug shouldn’t cause any issues. Change it to something like membership-old.
Once you do that, you should be able to setup a 301 redirect with the old path: /old/membership
Just as a side note, when you change the slug of a page in Webflow, it will automatically try and create a 301 Redirect for you directing the old slug to the new one. You may need to delete that to setup the new one going to the new site.
Hope that all makes sense.