If all derailleurs and shifters show up in E-Tube project then that indicates everything
is connected just fine. In that case I would try to re-assign the shift buttons the right functions (shift up/down) to make sure there's nothing wrong there.
It should shift out of the box, but it's a good idea to make it's not that.
Shimano are (probably) releasing a new version of the desktop app on tuesday by the way..
(don't think there will be new functionality, but it'll look more like the mobile app)
When you install the Wireless Unit the mobile app will probably ask you to change the passkey. Don't do that on the initial setup.. it sometimes breaks the initial firmware update.
If you have changed the passkey, go to your phone's Bluetooth device list and forget/delete the EW-WU111/101 ;-).
(not sure about V4 of the app, but the old version used to cache the passkey and break the initial wireless update. This is the workaround)
@
sch: was the brifter wire installed with some slack at the end? Ideally it shouldn't run straight into the (brifter)socket, but have a little loop or 'U'. This makes sure the cable isn't pulled loose easily.