There are probably still scratches affecting the gloss level and giving it a dull apperance. 3m superduty compound is pretty agressive and you need to go over again with finer polishes and pads to remove the compounding scratches. superduty compound alone will for sure leave a hazy look.
But first you need to remove all the scratches in one step before moving to the next or it will do you know good.
400 dry is way agressive for colorsanding. I probably wouldn't go that course, unless I were planning on repainting.
Surprised you didn't go through, and don't believe you could remove those scratches by stepping right to 1500 wet. The most agressive I've ever gone is 600 wet when I have a nasty run, and then step down going over a bit with 1000 till all the 600 scratches are removed and then over again with 1500 before compounding, Even though super duty and a wool pad could possibly remove 600 I believe, its very difficult.
I think you need to go back and try sanding more working on removing you sanding scratches and hope you don't go through, and work down finer, and maybe start out with a wool pad with the superduty (even though I prefer foam pads as they leave less swirls to clean up and aren't quite as dangerous on edges, wool cuts quicker)
Once you are sure you have removed all your wetsanding scratches in the compounding stage (work about 1ftx1ft area at a time), then you should step down to a foam pad and finer cut polish and glazes.
To be put simpily, polishing a vehicle, is a process of putting in smaller scratches to remove larger ones. And you can't take too big of a step in grit-cut in either the sanding or polishing steps.
The better you remove the larger scratches and the finer you get your final scratch, the better the gloss level will be. But on fresh paint, you want to make sure you use paint safe products, as you want the new paint to be able to breath and all those solvents out that still need to escape. Here is a nice chart I just found.
http://thedetailinghandbook.com/Polish_Chart.aspx