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"**Edit: but I CAN'T see any reflection if I look straight at the edge, only from the side like in the photo."

I have found that looking for reflections on the edge is my best indicator of a set...

If the bevel is not set, then technically you don't have an edge. Going on from there will polish the sides of the bevel but have little effect on sharpening the edge you have not yet created. The...