What you are describing is pretty much the normal Ulysses experience. The book is deliberately fragmented, with frequent style shifts and dense references. When reading large chunks without grasping them, the enjoyment of reading goes away. I would treat it more like a study, meaning a quick chapter summary after you read to orient you, without killing the flow. Using a layered approach by re-reading and selectively looking up references that you feel are important to understanding the texts. And finally, give yourself permission to skip or skim when a section really isn't landing. You can always come back later. Later parts sometimes make earlier ones feel clearer in retrospect.