During the Implementing a Data Model Using Data Classes exercise, after creating the Dependent data object type, it does not appear as a page list when trying to add the Dependents page list property to Employee.
I see the Dependent data object in your data explorer, so it must be available. I suspect the applies to class may be something other than SAE-blah-blah
But, I am also noticing in that smart list that SAE-HRServices-Data-Employee is not available either. Somethings wrong. Do a Search on both Employee and Dependent and confirm what their applies to class is.
In my experience, if you've created any class at the "root" instead of being a child of some abstract class, you can't use the "Rename a Class" option. You will need to Delete the class and then recreate it.
There is a wizard for deleting a class as well, just below the "Rename a Class" option as shown in Eddie's screen shot above. Just enter the name of the class and accept all other default values for the wizard.