Hi there. It is tough for me to venture a solid guess so I'll start by pointing you to the professionals, Christine and Bernard Thisse: https://www.nature.com/articles/nprot.2007.514.pdf?origin=ppub
Some things that come to my mind (as highlighted in this paper): 1) I'm sure you've noticed that embryos are incredibly fragile after dechorionation at this stage so handle with care. 2) The embryo medium and paraformaldehyde should be fresh. 3) The dehydration (MeOH) and rehydration series are also critical.
These are the main items prior to PK treatment that could be the source of the trouble. I hope this helps and best of luck.