Thanks catonec and everyone else who mentioned the cable routing. The first guide from the shifter to frame was not fully seated and was sliding in and out when I shifted. I seated it real good tapping on it with a punch and hammer, lightly, enough to seat it well. I readjusted and pulled the cable really tight. It's now working like I expected an Ultegra bike too! I really can't blame the shop, I was staring at each cable section through several shifts before I saw it. Hasn't missed a tooth for 2 rides now.