I am still not doing it correctly. I tried two places. I have the chart in a separate window. I select the axis title directly in the window. Hitting 'alt' button only gets me a noise from the laptop, indicating I have made an improper selection. Next I tried to go to Chart Options window, put my cursor in the 'Category X axis', if I hit the Alt button, I get the very same 'error noise' from my laptop. So I still don't follow you, where I am supposed to be in the Excel for this to work. Sorry.
BTW, putting a sub or superscript in the axis title is easy, just type all the text in the axis title, highlight the text you want to subscript, then Select Format/Axis title and select 'subscript' in the Format window that pops up. So that was never the challenge--the challenge comes from trying to get the legend to look like you want it to look.