When I had the D7200 I did some notes that I still have (written i Swedish so I have to translate it, maybe it's not entirely correct)
I know that there are a couple of settings that has to be done, apart from AF-C.
Set focus to AF-C.
Pen -> f5 Assign AE-L/AF-L-button to AF-ON
Pen -> a1 Select AF-C priority -> prioritize shutter.
Pen -> a4 AF-activation -> Only AF-ON. (It then shows OFF!)
Pen -> g3 Assign AE-L/AF-L button > (two steps to the right) -> AF-ON
I hope that this will help you and that it's the same for D7500.