Re: sharpening, it's one of the following:
A. You aren't right at the apex of the cutting edge. Try using a sharpie on the edge then sharpening with your stone and look right at the very edge with a jewelers loupe. If the edge is still colored, then your polishing behind it and need to raise the angle.
B. The particle size of the stone is too fine. If you can polish an edge with it to a mirror, then chances are you need something more abrasive to work the steel prior to shining it up.
C. You are rounding the edge with technique or pushing a wire edge back and forth. Try cutting gently straight down at a 90 degree angle into a piece of wood (draw the edge slowly across the wood) to knock off the burr and then finish with the stone or the strop.
You might have some success finishing by hand on a ceramic hone or the flat bottom of a ceramic coffee cup. Rest the edge on the ceramic, raise the spine just enough until you can feel the edge trying to bite the ceramic when you ever so gently push the knife forward, then lower the spine just a hair and complete the honing motion on both sides.
Since you can get it cutting with a strop, I'm guessing it's (a) and because of the convex edge you may be missing the apex just so.
Personally, I like getting a knife very sharp on a lower grit stone (100-400) prior to polishing. Once you get the geometry and symmetry right, then move to a mirror if it suits you.
I haven't tried the sharpie idea, I always forget about it.
Skipping ahead to post C. I just do everything by hand as it is now. The "Lansky system" is too cumbersome for me to deal with and not as precise as I would like it to be, but you can only ask so much from a guide. I don't have anything (currently) with a convex grind. Everything is hollow ground, V ground, and one chisel grind.
Back to your A. B. C. - A, you are definitely spot on about why I am getting bevel creep, it's annoying, but it is really slight, and I'm getting better /sigh. B, I have not gone from extra course all the way to fine on my ASHBM (no need to), I just used the fine, then the "Sapphire Stone". Same problem on everything as I described. Shaving sharp, then as soon as that ceramic hone of theirs starts to polish up the edge nothing it touches will cut anything. To the point it has me wondering why people want a mirror polished bevel when I can't cut anything. It turns knives into hammers. C, I've seen many people clean their burr off on a piece of wood while sharpening. I have never tried it, I will. It makes a lot more sense than trying to get rid of it by sharpening the other side creating another wire...
I do really appreciate the knowledge and will take a couple of those suggestions for sure. This Sapphire Stone though... I really can't tell if it's something I am doing or it's just defective. I spent about 40 minutes on the phone with Lansky before posting here and they quizzed me to death. Then said it sounds defective and offered to replace it. I told them I'd post about it in the forums before replacing it as I know sharpening can be ruined very easily and may have nothing to do with their stone.
I agree with you about getting a knife very sharp on lower grit stones. I can get stuff ridiculously sharp on the medium stone that I think is around 250. The fine is I believe 800, but I'm not sure so 600-1000 in that range, and by the time you get there, I can't really see much of a need to go any further. That's why I'm so confused with this Sapphire Stone deal. I don't know if it's something I'm doing, or the product itself. I feel like I'd prefer to just go to something like a 6000-8000 grit stone over this thing. Then again, without ever successfully having a knife with a mirror bevel polish be able to cut anything, I'm still curious about what I'm missing out on - if anything. The tiny micro serrations left behind that you can see under magnification when using higher grit stones seem (in my head) to make more sense than a mirror.
Also, I forgot to add it in the original post, but instead of a strop, my kitchen steel... A few light passes (10 a side) on that after the Sapphire Stone makes a hammer will have it back to shaving sharp again.
Thanks again for the tips. If this reply helped further explain my difficulties, feel free to tell me other stuff I'm doing wrong. I'm well aware it could still be user error.