Shimano road 10 speed groups are the worst to set up.
Tight cog spacing that gives problems in case of the slightest bend of RD hanger, or any misalignment,
combined with the shortest cable pull per gear change of all the groupsets of all the manufacturers I've known - so any cable friction, or housing compression can give you problems.

Having said that, with good cables, housing and proper routing, it can be made to work - but you need to do it all right.

- Chain and sprockets not worn (stretched)
- Proper cable routing
- Decent quality cables and housing (SP41 is good)
- RD hanger needs to be perfectly straight
- RD needs to be properly set up, of course
- After cabling and setting up, give it some time to bed in and fine tune it again

For MTB, as well as for 11 speed, Shimano increased the amount of rear shifter cable pull per gear change. Also, the new Tiagra 4700, also 10 speed road, has increased cable pull and is not compatible with the older 10 speed stuff (shifters and RDs aren't compatible).