ms, was it an algae problem you shocked for? more importantly:
What kind of filter do you have? Because it sounds like you are getting 'bypass' through the filter (though a bad gasket in a multiport is also possible) if you are seeing cloudy water entering via the returns while vacing.
If you'd let me and the others on the forum know this, someone here will surely get to the bottom of it and help you cure your issue. (though water chem #s are always nice).
Welcome to the forum gnu bees (paradox( ) and mspool) BTW Hi Marie