Hmm...based on what I'm looking at, I'm not really seeing anything that stands out as a problem, but I have a few things to bring up that will, hopefully, help you out:

Your local rotation axes...

Oh, it looks like I read your original post wrong--my problems are in the wrist, while yours is in the shoulder. Sorry about that.

Anyway, when creating the arm joints, I position each of them by...

I've been having the same problem, and it has been particularly frustrating to me since I've been FK/IK arm rigging for a year and a half and haven't encountered this problem until now.

However,...