I put in my btc address, what is the next step?
it then gives you a message that you need to sign with your bitcoin wallet. put the stellar message into the sign message section of your wallet. your wallet then provides another message. paste that into the stellar website and you get your lumens nearly instantly.
That's the problem - there is no message, or I don't see it
The problem is that your P2SH but not P2PKH address was snapshotted. So, the system required to put the redeem script relevant to captured P2SH addr instead of signed message that would be in the case of P2PKH