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If your blade is very dull it will take a long time with a 1000 grit.
That's my guess as to what the problem is. You're not getting a burr because you haven't reached the edge yet. The sharpie markings may be disappearing nicely but if the angle you are using hasn't brought the edge to a fine point, you will not have a sharp edge and not get a burr. My suggestion is get a coarse or extra coarse DMT Diamond sharpener and don't stop grinding until it will shave hair, then try the 1000 grit stone.