I'm assuming you already checked to make sure you don't have a disable-IDE patch accidentally set in a Flash ROM or CSMK3/PPC menu

Are the CF cards and known-good IDE drives already prepped for an Amiga (i.e., with an RDB and partitions installed)? If not, they won't show in Early Startup.
If you have both the onboard IDE and onboard SCSI in use, one of them will become 2nd.scsi.device instead of scsi.device. I can never remember which one (it might even be random), so make sure you're trying both device names in HDToolbox when trying to prepare the drives.
If that still doesn't work, maybe there's a compatibility issue with the CF-to-IDE converter? I've had good luck with
these, but only after changing the jumper to use 5V.