Maybe keep it simple and work with everything in sRGB and, if you're going to print, use some soft proofing. By the way the quality of YouTube tube information is variable, try Lynda.com online video tutorials - you can get a10-day free trial to see.
First of all, set color management policies back to "preserve embedded profiles"!!! This is important! Whoever told you to set it to "off" has no clue what they're doing. That makes a complete mess of everything.
ProPhoto should generally not leave Photoshop. It will only display correctly in a fully color managed environment. Even so, ProPhoto is a bit overrated and should not be used unless you're fully aware of the implications.
As for the i1, it will take care of itself. There's nothing special you need to do.
In general, don't do anything! This stuff works out of the box, at all default settings.
The only thing you need to do, is to convert to sRGB for anything that will be viewed in unknown conditions (like web).
Most color management problems people have, are caused by doing something, without knowing what it is they're doing. Don't.
I changed policies back to "Preserve embeded policies" and im still getting the same color shift.
WIth preserve embedded profiles on, the image will open in Photoshop with the profile embedded into it. If you are sending an image from LR to PS, the image will be in ProPhoto. The monitor calibration profile you created is for the monitor only, not the image. Calibrating the monitor ensures that the monitor is displaying the correct colors. When you export your image to be used online you should convert it to sRGB and embedd the profile. There could be a slight shift in color with the exported image because sRGB has fewer colors than ProPhoto, but it shouldn't be a huge shift in color.
Where and when do you see the color shift?
1. Did you abandon the use of ProPhotoRGB as you were advised?
2. You report colour shifts. But are you seeing any colour shifts IN OR BETWEEN colour managed software? Windows photo viewer, browsers, email etc. should not be interesting you at this point.