Hi Phil.
I'm still somewhat of a babe when it comes to using Progression, but I've definitely successfully setup multiple 1st and 2nd endings on a few of my songs.
I'm not sure exactly where you're running into trouble, but I found the documentation to be adequate. Here's what I did:
1. Go to the beginning of the measure where the 1st ending will go to and place a ||: beginning repeat bar there;
2. Go to the measure where the 1st ending is to start and hit Ctrl+; (control semicolon) until it shows the 1st ending graphic and click at the start of that measure.
3. The 2nd ending should automatically appear on the measure directly after the 1st ending.
Do let me know if the above info was helpful or not. I'll monitor this thread and try to help as best I can.
I'm also pretty familiar with setting up "D.S.", "D.C.", "...al Fine" and "...al Coda" and use those frequently. These work pretty good, but you have to get them in the right order and learn to deal with a few idiosyncasies.