Does it skip/throw on only the small cogs? Since the chain wrap is high on the larger cogs the chain won't skip unless it's really bad.
Buy the gage and eliminate the guesswork.
Chain is fresh out of the box. Derailleur is fresh out of the box; research suggests the b screw or something isn't set yet, which makes sense since it's rated for 42t but isn't in the right place for 42t. But I haven't had much time to tinker yet.