Next, I softened up my wax donut by letting it sit in some warm water (it's freaking cold in Texas today and I left the thing in the garage). Once the wax was no longer frozen, I put it in place, set the toilet by rocking it and making sure it was "all the way down" on the floor this time . I put the shims in place where I marked (blue tape) and tightened the nuts, snugging them down.
I added the Alex caulk and smoothed it out with a wet finger and wet paper towels to get a nice line.
I'm much happier with the result this time. I Guess this old carpenter can pretend to be a plumber after all!
That explains why she wouldn't set right...