Hi,
you are saying you assigned a context but you can not even see its assignment in the CAD Desktop, nor in the PLM Web UI?
Can you provide screen shots?
I am actually not sure if you should assign the role SAP_PLMWUI_TRUSTED_USER_ALL to this user. Isn't this granting all access rights? Why don't you use one of the other roles like SAP_PLMWUI_REVIEWER? Have you checked the authorizations granted there?
See also https://websmp110.sap-ag.de/~sapidb/011000358700000891522011E/PLMWUI_EHP6_ConfigGuide.pdf
Regards, Ulf.