Just want you guy to know, I managed to have it working thanks to this Redditor.
The issue here is that OBS and Celeste have to be running on the discrete GPU for Game Capture to work. I know this is also mentioned in the guide I referred, but initially, I only configured OBS to run on the discrete GPU. In my case, I also have to do that to Celeste, which is what I missed.
I always thought Celeste was running on my RTX3050, but all this time it just ran on my Intel integrated GPU without me noticing difference... lol