I live in Florida - Land of Constant High Humidity - and it has never affected my embossing. I doubt that's your problem.
Maybe you might want to find someone to help you in person so that you can figure out what is going wrong. This must be very frustrating for you! And probably easily fixed!
Have you tried looking up to see if there is an SU demo near you? You live in a city, there must be someone nearby who wouldn't mind letting you come over and showing you how to use embossing powder so that it works 100% of the time.
If you go on the SU website, there is a demonstrator locator feature. Look at the very top of the page over to the right, you'll see "find a demonstrator." Click on that, type in your address and see if anyone comes up who is near you. Many demos have websites, so you can email and ask them if you don't want to call. You can sweeten the deal by buying some SU embossing powder from them, which comes in colors and is excellent, I use it all the time. That and Stampendous Detail.
Just something to think about.