Ditto on the thought that you've snagged a core strand somewhere. Or sometimes I just pull everything apart and start over. And watch the "sidedness" of your buries (see videos) - what side the FID goes in and comes out - if that isn't set up right you'll get things twisted and have trouble later on.
In step 5 above I just use one of those snap keep fresh fastener thingys on the cover to not let it slip into the core completely till I've stopped flailing around with things. I like the idea of a prussik type small diameter cord to yank on the cover and core before you do your bury. Maybe have a look at a
splicing video for Courant Squir - different lind of core but the yanking is the same to get the crossover really tight.
I still like watching
Eric splice Blue Moon - I found it about the same to splice as Blaze.
And in step 8 above I find it really important to keep tension on the eye as you're pulling and doing your bury - I use a biner with a flatter end cuz it's easier on my hands.
Milking cover for final bury with a prussik is now standard with me. On some really tight eye splices I find rather than yankin too much. I just tie a rope off over a pipe between joists or on a lim, get into a harness and give the splice a final yank or two to get it where I'm happy. Or some guys do the final bury with a harness while standing - whatever - body weight helps.