The compound might be contaminated or less-than-pure. Green stick compounds have been known to leave a milky/hazy finish, due to other abrasives in the mix (sometimes aluminum oxide at larger particle size), or due to the lack of purity (contaminants) in the compound. Any 'stick' compound will likely be prone to this, as it's not very refined and therefore less expensive than more 'pure' compounds.
How many steps in grit, between the 800/1500? That could make a difference too. If going straight from one to the other, the 1500 might have a tough time removing all of the 800 grit scratches. Narrowing the 'gaps' in the grit sequence (such as 800 > 1000 > 1200 > 1500) makes the desired end result easier. And 1500 can be somewhat borderline, in terms of how much of a mirror it'll produce. Going to 2000 or higher could help with that.
David