You need a primer meant for metal. Many primers for plastics do not work very well. One help is to make a solution out of household bleach and immerse PE parts for just a very short period- five minutes or less. That makes the surface a bit rough, helps primer stick. I use Krylon gray primer, which matches the color of many ships fairly well, so I don't need much color on top of the primer. Usually the krylon primer works well enough that I do not etch- merely clean as you have done. Yeah, I get a few small chips but easy enough to touch those up with small brush or toothpick.
And, when spraying primer do not put it on too dry. Although you want a thin coat to prevent webbing, you do not want the coat to be too dry, which inhibits adhesion. Get up close, but put down a very quick spray.