When setting up approval routings in altHR, take note that there are 2 stages to complete.

For starters,
create the approval routing needed under People > Settings > Approval Routing > Create New Approval Routing. 
The system comes default with 5 approval routings. If the routings match those of the company, admins may skip this step.

After confirming the routings needed, admins may head to the respective modules (expense or leaves) to create the default approval routing, under module settings. Admins can select from a dropdown of approval routings to be
applied to all policies created for the module.

If there are certain policies that require a custom approval routing, similarly, the routing must first be created under "Approval Routings" and then be applied to the specific policy when configuring the policy.

For more information on approval routings, you may read "How do I configure default approval routing?