I think my initial assessment was probably correct; I may be just a little heavy handed for this yarn. The unwinding/untwisting problem seems to be more of an issue when I'm purling several consecutive stitches, suggesting that there may be something in the way I'm wrapping the yarn doing a purl stitch (which has always been a little awkward for me anyway) that puts a twist in the yarn in the direction opposite the way it's spun.
As to the gauge, it's a scarf so I want it somewhat dense (it's supposed to be warm!) but I haven't noticed the stitches being especially tight on 10.5s. In any case I have about a foot and a half of scarf already, so don't put a large bet on me starting over at this point.
This is more of an annoyance than it is anything -- at least in this project -- so I'm not worried about hair loss or anything. But what I'm learning here is probably going to affect how I choose yarns for future projects. At least until I figure out how to not untwist single ply yarns. I haven't worked with them much, which is probably why I've never noticed this before. And probably I would have chosen something else this time, but this was as close as I could come to matching the cat!