Walter - this whole discussion got so tangled-up - could you briefly review with us what you did differently as a result of various suggestions here that solved the problem for you?
I am still not sure just what it was that I did wrong, except that I had reduced the files to 8-bit, softproofed in LR with one intent but forgot to check what the intent was in PS when I converted to the Costco profile. At any rate, what worked now was: Process the files in LR and PS at 16-bit in Prophoto, softproof in LR at 16-bit in Prophoto using the Costco profile, usually with Relative Colorimetric and Simulate Paper Color checked, sending the softproofed and adjusted file back to PS, where I converted the profile to the Costco one using the same intent as I had in the softproofing, and then converting to 8-bit Tiffs as mentioned on the Dry Creek website.
Yes, when I viewed these correctly processed files on the Costco website they were a bit garish because, I suspect, they were not being viewed in a color-managed environment. Viewing the Costco-made prints in my Just-Normlicht viewer, they compared very favorably to the files viewed in LR with the softproof checked, on my old NEC 3090 monitor.