Your post has been on my mind for quite some time and probably because my recent shave results haven't been my best.
I initially went through a progression of stones like you did and wondered if the shaves weren't as good because I honed too much. I think I used the finishing stone to the point of dullness. It looked great under a little $15 microscope I use, but the shaves weren't up to snuff.
Today I used only a barber hone (a Swaty) and kept it lathered to keep the blade from getting hot. This Swaty I'd estimate would be the equivalent of 6000 grit. The result, I got a much closer shave. I wet my thumbnail and ran the blade across it before using the Swaty and it didn't dig into the nail. After using the Swaty, I got the desired result.
I'm still kind of wondering why my normal honing routine didn't give me the expected result. When I need to merely refresh the blade maybe a hone job is overkill.
Maybe in time I'll come up with an explanation behind everything I do. I continue to learn a lot and I have been at it four years. You'll figure it out too.
It didn't work because you're using a microscope and not a face to test an edge.