If areas are hazy, that's also an indicator that your chrome was very possibly clear-coated. If that's the case, the hazy areas are the areas that still have clearcoat on them and that the steel wool has roughed up but not removed. Keep going and you should be able to get down to the chrome. I find that if I use Brasso on the steel wool it will help dissolve the clear coat as well as remove the rust.
Oops.... I just re-read your post and noticed you said you're cleaning the wheels. I doubt the wheels were clear-coated (but who knows?). Were the areas hazy before you started cleaning? If yes, it often means a previous owner used something abrasive in the past to clean the rims, like a Scotchbrite pad or an abrasive cleanser, and has damaged the chrome. I have the same problem on one of the rims of the bike I'm restoring now. Some bonehead in the past who didn't know what he was doing cleaned the rims with an abrasive pad and ruined the chrome in spots. It's extremely difficult, if not impossible, to buff out the damage... even though there is still plenty of thickness left. This might be the problem you're dealing with.