I find the "super close shave" unsettling. Unless you are a natural talent, you should not be getting super close shave any time soon. If you do, it will most likely be due to too much pressure, which would fit in nicely with the rest of the problems you described.

As far as dull blades are concerned, that is easily done with bad stropping in a very short time. Does the razor still pop hair off your arms along the entire length of the blade abvove the skin? There is a Wiki article on the Hanging Hair Test which you might also find useful.