I'm not necessarily doubting the collective wisdom of starting out with a Norton 4000/8000. But as MAW already has a coticule, my sense is that a possible source of frustration he is having may have to do with the underlying edge not being there in the first place.
To MAW: are you familiar with the thumbnail test? It is a method for determining whether or not the edge has been established at an early stage (600 to 4000, 600 to 4k). As the blade's edge is gently being passed across the thumbnail from heel to toe in short sections, the edge should be gripping the thumbnail all along. Give it a shot off your coticule's edge; if it is not there, then one has to use a lower stone to establish the edge. All of this is more obvious at an earlier stage; and when it's there, the finer stones like a coticule then fall in line.