You're painting the highest highlight first? Interesting. Most people tend to go from dark to light, with the highest highlight going on last.
Mold lines do have a nasty habit of not completely dissapearing, definitely best to scour the models under a bright light before assembling them. And have some reference pictures if not of your grey model then other people's painted models on standby, when you undercoat black the natural shadows become the same colour as the whole model so it is extremely hard to notice detail and especially mold lines. I always find the first base coat is the hardest, and tend to miss areas that needed paint.