Where is the ship trying to go? In the video, you first put the signals on the horizontal track on the north side, which only allows east-towest travel. You change the signal on the west of the intersection to the southward side of the track, but you didn't change the signal on the east side of the intersection. So the only allowed path entering from the west side is to turn south.
If ships are supposed to both enter and exit a particular track in an intersection, you need a double signal on that track. Place the first one, then you'll see the white box on the opposite side where you can place another signal to make it bidirectional. This works fine with ships just like for trains.
For more details the vanilla train tutorials will help.