Storman,

I'm an end user myself. CCP just takes time to figure out like any software.
It isn't rocket science so don't give up! You'll be creating custom pages in no time. This forum is a great help!

I feel your pain in figuring out activities and devices.
CCP isn't very clear on this in the manual.
You are correct in created activities and devices in step 1.
How you arrange them is the key to a good user interface.
I use my wife as a test subject!!!!!
You can create an activities page and separate device pages.
Remember you can create multiply pages in step 1.
I personally create a watch, listen and games main page.
From the main page I jump to separate listen, watch and game pages.
From these pages is where I build my macros for each activity.
I've created separate folders in CCP to keep track of things.

Also, just because you create a device or page doesn't mean you need to make it accessible. Do you really want your wife messing with your receiver settings for example. I find it easier to create everything and hide what you don't need.
You can later create custom buttons for features you use regularly during certain activities. For example a certain sound field, or night mode!

You can also access hidden pages by programming a longer button press.
For example; my main button if held for 3 secs. takes me to devices that are for tweaking like my projector, receiver etc.

I've lost track at what version my personal set-up is at. I'm constantly tweaking it. That is the nice part of being an end user; if you learn the software you'll truly have a custom setup. Use the save-as option often and don't get frustrated. CCP isn't that complicated; it just has it's little issues. Start with the basics and keep expanding your set-up. Once you understand CCP's little quirks you'll be making changes in no time.

Good Luck!