Have you tried a different brand 11 speed chain yet? If not maybe try one (or maybe ditch the Shimano quick link for a different brand one like SRAM, Wipperman Connex or KMC).
While I'm not using the latest gen cassettes I'm currently running a Wipperman 11SO and a SRAM Red22 chains on my bikes with no issues with 6800 cassettes (and worked perfectly fine on a 5800 too). The Wipperman quick links are considered the best out there by many and I even bought an extra to use with my Red22 chain instead because it is reusable along with not requiring tools for removal (still use one when I have access but in a pinch this can be very helpful).
While I'm not using the latest gen cassettes I'm currently running a Wipperman 11SO and a SRAM Red22 chains on my bikes with no issues with 6800 cassettes (and worked perfectly fine on a 5800 too). The Wipperman quick links are considered the best out there by many and I even bought an extra to use with my Red22 chain instead because it is reusable along with not requiring tools for removal (still use one when I have access but in a pinch this can be very helpful).