It sounds like you've connected everything correctly. Are these crossovers we built? Did you order anything from us? Or did you build everything yourself?Here are a couple of things to try, and describe what you hear. I think we can narrow this down.
1. Disconnect the tweeter's cable assembly from the crossover, and connect a straight wire from the crossover's tweeter output to the tweeter. This will allow you to compare the uncompensated horn to the compensated horn, and should give us an idea if your tweeter cable assemblies are in good working order.
2. Reconnect the compensation cable asseblies, but do them one at a time and listen to the speakers individually. Listen to one speaker with compensation and one without. Compare the one having compensation, listening for reduced midrange and increased top end. When the compensation cable assembly is connected, you should hear a big difference, so make sure this is true for each speaker. If either one fails to reduce the midrange and allow the highest treble to play much louder - both by a significant amount - then something is wrong with one or both of the cable assemblies.
Check those things and let me know, and we'll narrow this down together.