It is hard to tell from the opening post, but it looks like you just went to putting some miles on the different pedals and cleats. You may have had better results just practicing with them in an empty parking lot clipping in and out until you feel warm and fuzzy before heading out for a triathlon. If you ever want to give it another go, I'd suggest practicing the starts and stops clipping in and out with the SPDs as they are likely double sided. But foot retention be it clips or cages and straps IMHO is better than flat pedals. But then I also think you should just ride what you are comfortable and happy with too.
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"It is the unknown around the corner that turns my wheels." -- Heinz Stücke