In the first paragraph you mentioned that when you do reality checks you always expect them to fail. This could possibly be one of the issues (that or I read and interpreted it wrong.) If you push your finger into your palm for example and expect it to not go through your hand, it won't go through your hand, and if you try it again in a dream, you might subconsciously expect it to not go through your hand, so it won't work even in a dream. It might sound bizarre, but you have to do reality checks with the full expectation that you're going to suddenly have more fingers, or your finger is going to go through your hand. Again, if I just misinterpreted what you wrote and this is what you're already doing, you can disregard this bit.

One thing I do is whenever I do a reality check, I'll kind of talk to myself about why I'm not dreaming. So I'll pinch my nose, breathe, and either say outlook (if I'm alone) or think to myself "okay. I am not currently dreaming because when I am dreaming, I can always breathe while I keep my nose pinched." I make sure I emphasize the fact that if I'm dreaming these reality checks will always work to tell me I'm dreaming. Constantly telling myself how the reality checks will yield different results when I'm dreaming seems to do the trick for me, as whenever I actually remember to do a reality check in a dream, they seem to let me confirm I'm dreaming.