Shouldn't happen on a mono-winged plane, since the air can pass through the leadout guides.
Whether it's the problem or not, Dane is right about covering the whole wing before shrinking it. I only use an iron too, with no sock.
I alternate shrinking bays on opposite sides, and top and bottom, starting at the root, and work toward the tips. Every color acts different, but they all turn a dark shade right when they reach shrinking temperature. Don't stick it to the rib edges any more than you can help until the whole wing is shrunk. Then stick each rib. A gun indiscriminately cooks everything in it's path and can cause ribs, and thus the rest of the framework to twist and turn.
Ultracote will loosen in the sun a lot worse than Monokote, especially the dark colors. Monokote can be forced into shape with the iron a lot more than Ultra. It takes high heat, and the glue adhesion temp overlaps the shrinking temp. You have to get the hang of each one in its own way, knowing the temperatures to work with. Monokote takes more finesse with the heat, but you can really do some beautiful work with it.
The only time I use the gun with either brand is to adjust a twist.
Rusty