Hi, Tom,
Just to reinforce what Jason said, that incredibly high CYA level has just about rendered ineffective your chlorine. If you can get your CYA down to 100 or less you can limp thru the rest of the Summer but, eventually, a 30-50 range is best.
Interesting the pool store results tested "no algae"....I wasn't aware they could do that. In fact I would suspect you have algae in your pool and that's why the chlorine never stays for any length of time.
Last thought.....as mentioned, it's helpful to think of shock as a process you do with chlorine. The packages labeled "Shock" in the poolstore are simply high-priced chlorine (almost always).
You should keep adding chlorine to your pool. It is keeping your pool from turning completely green. If you can get your CYA down, you will be able to maintain a good chlorine residual.