Adam,
You are not achieving anything by using a heat gun on CA. You might in fact be doing harm.
CA glue is a polymerising adhesive with an inbuilt catalyst. The catalyst is activated by the absorption of water vapour from the air or the substance to be glued, or pressure. This is why, regardless of the set time on various thick or tin glues, the blanks can grab the tubes when inserting them if CA has been used. Heat is not a factor in the curing of ca glue.
I'll be blunt, but in sanding to 12000, (I take it with micromesh) and then applying CA you are wasting a lot of time and also a lot of micromesh. Sanding past 400, or 600 at most before applying CA is a waste of time, the glue will hide any imperfections that excessive sanding would remove. Dont forget that 1500 micromesh is virtually equivalent to 600 grit on the scale that wet and dry and other sandpaper is measured on, micromesh is measured on a different abrasive scale.