I haevn't read any of the replies, but I will add my nickles worth of advice anyway; and offer my apology if I am being repetitious.
Your scratches are most likely left over from the 1st grit you started sanding with, and you just weren't able to see them until you approached the polished surface of the 12,000 Micro Mesh.
There is merit in the advice to remove ALL of the scratch pattern from the previous grit before moving to the next finer grit. This is difficult to do at the coarser grits because you won't be able to see the difference; but it becomes more obvious that you haven't done this as you get into the finer grits.
Sanding both directions always helps because it make sanding easier with the next finer grit, but it also breaks up the scratch pattern into a finer arrangement of lines.
Wet sanding at the finer grits also helps on acrylic because the lubricant keeps the sandpaper from cutting as deep into the plastic, hence a finer scratch pattern than you would get from dry sanding. I use a few drops of kerosene for this, but water works fine on plastics
Sometimes these scratches are there because we used cheap sandpaper that had a larger grit particle on the surface, and it only takes one big particle to leave a permanent scratch. One of the merits of starting our sanding with the coarser grits of Micri Mesh is that the grit particles are a more uniform size that any other sanding medium. This is why it costs more money than common sandpaper. You can rake the sandpaper over a sharp edge of a piece of steel to break the really big ones off the surface.
Now that you already have the scratches, you can either spend a lot of time trying to remove them with the finest grits and polishes, or you can go back a few grits, make sure thay are all removed, and then proceed up through the grits again. When I find these scratches, I usually do back to 320 grit, and wet sand until they are removed because that is the fastest for me.