Samsung Galaxy Note 4 — Transferring data to SD card on Note 4

I skimmed through the forum and couldn't really find the answer I was looking for and I'm sure this has been touched on in a previous post, so I apologize in advance if it has been. I'm pretty new when it comes to the subtleties, inner workings and capabilities of smartphones, so I'm needing a bit of assistance. I have a Galaxy Note 4 running 4.4.4 KitKat with AT&T as a carrier. I have a 32 GB SD card installed, however I'm having trouble getting stuff moved over to it. Most everything seems to want to download to my device instead of the card. I have my phone set to "download to SD card" in my settings, yet the majority still go to my device. I've even gone to the Application Manager settings and manually checked every box and moved each app to the SD card, yet every time I go back to the Application Manager each box is unchecked and it still gives me the option to "move to SD card" even after I thought that's what I just did!!! Is it just a situation where some apps can't be moved to the SD card? Can movies from the Play Store not be downloaded to the SD card (that seems to be where the majority of my space is going)? Am I missing something altogether? It's not that I download an incredible amount of apps or anything, but I'm beginning to run out of storage space on my device. I'm not sure what the point of having expandable storage is if barely anything can be moved to it. I realize that Samsung uses nearly 8 GB just to run the software but...... I guess I'm just a little confused and would like some assistance. Thanks so much and any help would be appreciated.

Scott