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Yes, I followed those instructions. It indexes perfectly, just it won't go into the smallest sprocket because there isn't another click. But there is an extra click when it is already on the large sprocket, so it needs the lower limit set well in to keep it out of the spokes.
I didn't know that there was a limit to the number of clicks, but there is, there are just enough for the number of gears, so there isn't another one for me to get it into the 11T.
Given it's my ultra bike I can live without the 11T so not the end of the world, but weird.
Setup steps: https://assets.bettershifting.com/di2_dealer_manual_ultegra_6870_8e8227ec85.pdf
Shimano say 5th cog. Mine's not been far enough off that I've taken note which one I used.