The C required more length that the others and is the only one that I could get close. Everything else didn't improve the more I filed the saddle. And comparing up the fret board on each string, they seem better lower (6-7th fret or so).
Your explanation of what you've done is very brief so I'm guessing here, but it reads as if you already had a little too much compensation on all strings except the C. So filing back the saddle for those strings would make matters worse!
The process of compensation is as follows:
1. As a starting point, the saddle need to be at a position so that none of the strings produces a note at the 12th which is flat compared to the open string. If any are flat, the saddle needs to move forwards (towards the headstock) because the saddle slot has been cut too far back. With luck, a new saddle blank with its peak shaped further forwards will achieve this, otherwise it's a more complex fix.
2. Then for each string individually, gradually file back the peak of the saddle until the open and 12th notes are exactly an octave apart, or near enough so you can't hear the difference. This produces a saddle which has four differently placed peak sections, one for each string.
3. Finally, smooth over the peaks - this will move them all back a fraction, so it's probably best to start the smoothing when the 12th still rings a fraction sharp.
Intonation will alway be closer on the lower frets (if it's not right for all of them) because fretting at the lower frets stretches (sharpens) the string less than at the 12th - the string is closer to the top of the fret lower down.
A few other points to bear in mind:
1. Finger pressure makes a huge difference. I just measured 20 cents between fretting so the note just rings clearly and pressing the string rights down onto the fretboard.
2. High action at the 12th (I'd say over 3mm) means that fretting stretches the string so much that you may never get decent intonation.
3. Setting the intonation only works for those particular strings - a different brand/type will be more or less stretchy, and so will require a different amount of compensation.