As more information -  I have tried to cure this problem for at least a year.  I have several cars to drive so I am not all that diligent. The steps I took included putting in a 987 shifter (no change).  What I did notice is that using the alignment tool the blue cable was about a 1/4 inch short of what it needed to be.  I then checked for improper cable routing, damaged shift arms, frame damage, etc.  I could not find anything.  I just pulled the cable forward until it would latch and drove it that way until the wife went out of town a few weeks ago.  Of course I did not do anything until the night before she was to come back.  That night I pulled the console in 5 minutes.  Played with the shift arms by the tranny. They naturally seek neutral so it is easy to position those. I said the " hell with it" and took my old 986 shifter and modified the adjuster by using a Dremel to hog out the ridge that catches the cable end.  That took a whole 5 minutes also. Tossed it back in the car and used a tiny hose clamp on the end.  I later moved the hose clamp further up the adjuster and basically the clamp is holding it all together.
Problems - none so far but after having P-cars for 30years this is the first time that the "factory" part installed correctly does not fit properly.  Coupled with the problem with my rear speaker cable I seriously wonder how well the cars were assembled in Finland.  Maybe quality was a big reason why P moved production/assembly out of Finland?   More notes on the shift cables - I noticed that the part number for the cable progresses each model year - is something going on that I do not know?  My cable is 986.424.042-05 and my car is a MY2000.  For MY2001 it is -06, for MY2002 it is -07 and the latest one MY2004 is -08.  Only the -08 version is available so they all must supersede to the -08 version.  Have the lengths changed?  It would not be beyond my belief that P recognized that the length was wrong and corrected it in future versions without notifying owners of the older versions.
Here is a photo of what my linkage now looks like:
