i am begining to think you are right harley guy but I am determined to do this by hand first. So do not go for a burr after the coarse stage? Well maybe thats where I have been messing up 'cause I have been trying to raise a burr in all staged down to extra fine and then trying to lightly strop it away.
If you want to get the knife sharp, forget about all the other grits, and just stick with the coarse. You may have heard it said before that you should be able to shave after the coarse and it is absolutely true. Moving on to lower grits doesn't solve your original problem.
If you have raised a burr on both sides with the coarse, remove it with the lightest of passes. Imagine in your head that you are actually trying to grind the folded burr away from the edge without breaking it off. By this, I mean LIGHT STROKES. After you have removed it, make a few more light strokes and then turn it over and repeat the process. LIGHT STROKES to grind that burr down, don't break it off, and then start counting down your stokes per side. 10, 8, 5. After five, repeat 3 per side a few times, then repeat 2 per side a few times, and then repeat 1 per side several times, but again, I can't stress enough LIGHT, LIGHT, LIGHT strokes like you are caressing the stone across the edge of the knife
You goal is to attempt to not raise a burr, buy just ever so lightly rubbing the stone against the bevel rather that grinding it into the metal. Also, learn how to make one pass for the entire length of the knife for this step. I don't mean to sound funny, but this move should be very slow, relaxing, almost sharpening zen like stokes to ensure that you are applying the lightest pressure. Imagine yourself wiping away the unwanted metal to find the razor sharp edge underneath.
If you execute this properly you will have a rough shaving edge with just the coarse stone.
With that said, keep in mind that you may be placing force on the stones in such a way that it only reaches the edge when you apply heavier pressure, as well as you may be allowing the rod to bounce around in the holder.
If this works for you, then you can move on to the other grits, but I wouldn't bother trying finer grits until you figure out how to get it sharp with a coarse stone.