We've all experienced this, so it's not just you or the knife or the stones. Most of the time, majority of issues are user induced. Once you've got the basics, and know what to look for, it will all come together. Most stones will get you there, good ones (Diamond) just do it quicker and better.
Read the sticky (7 secrets of sharpening). Get an eye loupe from harbor freight to look at your edge/bevel. Start with the low number stone to set your bevel profile. Use the sharpie marker technique to see if your bevel is reaching the edge. Look/feel for the burr. Once your bevel is all the way to the edge, up the stone grit and repeat until happy. Strops do no good if your bevel is not completely correct and to the edge. The stickies are some great resources.
Also, the sharpeners that hold precise angles are really great for consistency. Hand sharpening is fine, but does take practice to keep the bevel angle perfect. I have a Toohr3 and love it (but it takes a least a month for shipping and I spent 2X more on good stones than for the Toohr). The concept is the same as most of the rest of the manual sharpeners that hold the knife and control the stone action.
Once your bevel is good, a strop is all you need for quick touchup sharpening, unless you've got edge damage to correct.