I think when you are new to trading, using whatever software is presented to you seems good enough and you can get accustomed to it. But once you've been using something for years, its very difficult to switch. My broker is IB, and I found it very difficult to use for many reasons, so needed something more via the API route. I tried Multicharts, and that was ok for a while, but I didn't like it too much. I tried Ninjatrader, and that too was ok, but still didn't work for me. Then after trying Sierra Charts, I felt like it did exactly what I needed and the amount of customization is insane. Now I could never go back.
So although I agree that their customer service seems a bit rough around the edges, they do respond and have really good support via the support board. Each time I had a minor issue with the software, they actually patched it fairly quickly. (ie. just simple things like a line not being displayed properly after an update). They might come off as a little rude, but they get the job done. These guys are coders you have to remember, not customer service people. Would you rather talk to an agent that is friendly but has no idea what they are talking about and constantly needing to check with the software engineer, or would you rather talk directly with the expert who knows what to do? You gotta put up with the roughness in my opinion to talk with the expert since customer service isn't their main strength.
Now don't get me wrong, it sucks to have exchanged 20 messages and get nowhere, but I think you have to read what they want you to read and follow the steps and tell them which step you're getting hung up on. I think the combo of AMP with the Denali data is a very popular setup, so its bound to work if you find out where the issue is. Sometimes they aren't able to fix the issue because the issue resides either with a broker or CME, but your combo should be able to get set up properly.