Hey Darrin, Not sure what you are doing for sanding on your CA finish, but I know that when I started doing it, sometimes I would oversand and end up with kind of a matt/gloss type finish. From there I started either hitting it with 00000 steel wool and then MM, now I just mostly go straight to MM. Also, you can use a fine scratch remover after MM, I know that NuFinish and MaGuires makes one and they can be purchased at any auto parts store.....still gotta work out some kinks to the CA finish as I would like it to be much more glossy...but hey, it's a start.
I'm no expert, but you may be overdoing it with all of that sandpaper. There may not be enough of a coat left by the time you are MMing to give you the lustrous shine.Basically, I sand the wood to 800grit, then apply 3-4 coats of thin CA, making sure the coats are smooth each time, if not I hit with 400 grit then add another coat of CA. After my final coat of CA, I start with 400 grit then 600 then 800 then go to Micro mesh from 2400 to 12000. Finish that off with some friction polish and thats how I have come to do it.