Cannot change Featured Content

Hello! I am trying to change the content that is showed by the Featured Content part of the theme. I am not able to do it. In the Customizing > Theme Options > Featured Content, in the drop-down menues for each respective "Featured Content" (1, 2 and 3), I can only choose between the default 3 posts. And they no longer exist, so I can't just edit the posts. What am I doing wrong? Thank you!