i feel you. for myself, i have figured out the following way to apply compression (not vocals though), maybe it can help you too:
1st set ratio to max, att/rel to zero
2nd fiddle with the threshold and listen what elements of the sounds are "caught" by the compressor
3rd when your compressor "catches" the right things, set att/rel to your liking, maybe adjust the threshold a bit after that.
4th finally set the ratio.
i think an easy mistake to make is to set the threshold too low. catching lower sounds can actually reduce the compression effect on the louder sounds.