I'd check your grids again. If the DE isn't staying, it has to be going somewhere. Uncoated grids will clog quickly.

If the grids are coated, then it would be normal for a DE filter to clog quickly in the presence of a high debris load. The good filtering characteristics that you like are a problem with very dirty water. It's not unheard of to have to backwash a DE filter every half hour.

Can you see DE in the backwash water when you backwash?

Not knowing your filter model I can't be sure, but 4lbs is on the light side for a DE charge.