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Scrum Master here who’s trying to transition into UX. You pretty much hit the nail on the head. Devs get taught Scrum.. or a form of it, business gets taught Lean, and Design has DT. Each CAN work against each other because they value different things but with level enough heads and clear communication, it can work.
In my opinion if you’re working from scratch it makes things easier, clean slate, just understand that the process belongs to the team and it should help the team stay organized. Too many Scrum Masters are drinking the Kool Aid and want things exactly by the book but “the book” just sets a framework for which your team to work on.
You define your features out in planning to the best of your ability. If that fails, or situations change, then you pivot and the business/dev has to be ok with that, just like you have to be able to compromise on certain design choices if they’re blocked by whatever reason
When you reach the Retro or the “Inspect and Adapt” stage you go over what failed and how you could better plan for getting the feature design/plan more accurate the next time
Run what's known as dual-track Agile. The UX research and design work needs to start before engineers start their development work. Most of the Agile process is run in the design phase with design concept testing and usability testing done on pencil sketches, wireframes, flat images, and interactive prototypes in later stages of design iteration. Once the design is validated, then it goes to engineering for development. The development process actually becomes more waterfall since most of the Agile processes have been done in design phase.