a page is a container for feature instances, if you use separate pages for each forum then you will have separate instances of forum feature.
I think what you want is a single page with one forum feature instance that has multiple forums ie one for UK News and one for International.
if that is correct you should delete the child pages
on the forum page add an instance of Forum feature from the same feature dropdown you showed
once the forum feature instance is on the page there will be new links for creating actual forums within the feature instance
you can of course use a different page for each and use a different forum feature instance for each, but in that case you would still add the actual forum after the forum feature is on each page, so its a matter of preference
on this site I have a single page with a single forum feature instance on it and multiple forums configured within that instance so they all appear in the same forum list