SPD-SL shoe/cleat problem

No, they aren't left/right specific but swapping the cleats over may still help. Although this would be unusual for brand new cleats, still worth a try.
The foot should unclip with any sideways twisting, inwards or outwards. It's just a lot harder to unclip by twising your heel inwards, which is why it's not recommended, but it is possible.

What do you mean by a burr, one of those seed pods that sticks to your clothes? ;p

It was actually easier to unclip with a very short inwards movement which required no effort.

By a burr....a mean a protuding bit of black plastic at the front......under the yellow grip...where the front of the cleat meets the nose of the pedal......it was as if the plastic was unevenly wearing leaving a protuding lip/burr....possibly due to the force needed to unclip especially if i am unclipping at the top of the pedal arc and not at the bottom...where less force is needed......just a theory.