It's been a number of years, but when doing GT's, 3 of us had the same issue. We'd clean with alcohol, even steel wool (0000) and wipe again and let dry.
We were using varied paints, water base and solvent base, but we'd find that when the paint was dripping off the shaft, there would be tiny "pinholes" or bare spots that would show up...like as the paint drained off, there was something underneat that caused the paint to not adhere and a small "blem" would arise.
Wierd, but with 3 of us in different areas of PA, using different paints, but same shaft... well, we never figured it out.
Only thing I had with Krylon was my fletching glue would eat thru the Krylon and make for one ugly, but still effective, adhesion scar along the feather.